GZE Structure

Gamma · options · execution readiness · T0/T1 matrix

← Desk · SPYIntraday 15m
Updated 11h ago
Macro GateDEGRADEDRisk 58BR_DEGRADED_VOL_HIGH
Breadth=DEGRADED/PARTIAL/DEGRADED | Vol=HIGH(78.97pctl) VIX=19.87 | Risk=58
GZE is gated by market regime — not a system failure.

GZE EXECUTION READINESS · SPY

Intraday · 15-min

DEGRADED
GZE Status
DEGRADED
ON
Map Status
Disengaged
similarity 0%
Engagement
100%
consistency
T0Extreme Pin69.7% · EngagedDir +0.085 · Neutral
T1Range day43.4% · Half-engagedDir -0.482 · BL favour
Spot$736.05

T0 BUCKET · 2026-06-09

ATR14 7.13
Spot$736.05
RegimeExtreme Pin
Engagement69.7% — Engaged
Dir Bias+0.085 — Neutral
Γ Flip$505.00
Σ OI Γ Total603K
Pct Ranged88.3%
Top 3 Magnets
$733$732$730

T1 BUCKET · 2026-06-10

ATR14 7.13
Spot$736.05
RegimeRange day
Engagement43.4% — Half-engaged
Dir Bias-0.482 — BL favour
Γ Flip$570.00
Σ OI Γ Total578K
Pct Ranged44.2%
Top 3 Magnets
$720$735$727

GZE LEVELS

Spot$736.05
Call Wall$745.00
Put Wall$733.00
Γ Flip$505.00
Total Γ-779K

GZE MAGNETS

Flow structure
T0spot $736.05
$739760K
$740436K
$738153K
T1spot $736.05
$74081K
$74362K
$74259K
gze · SPY · t0/t1 execution matrix · 2026-06-09Back to Desk