1. Hold the chart steady

Select one symbol and keep its session and candle interval fixed. Read whether the view is fictional or historical.

Expiry selects option contracts. Candle interval and session controls select the price view.

REAL SESSION · HISTORICAL CASE STUDY

One session, two gamma horizons

Compare the two flips and untouched primary walls.

QQQ · Sep 11, 20261-minute source bars15-minute delayed model source
Full-session retrospectiveCompleted through 4:00 PM ETModel first recorded at 3:08 AM ET.
Full-session view
3:55 PM ET–4:00 PM ETO 715.45H 715.45L 714.74C 714.85
QQQ, 2026-09-11. 5-minute historical candles completed by 4:00 PM ET. Visible 9:30 AM ET to 4:00 PM ET. Later source minutes are hidden.713.10714.47715.84717.21718.59Gamma flip · ≤1 DTE: $716.60 · Native intraday: at most 1 DTE · first recorded 3:08 AM ETFlip ≤1 DTE 716.60Gamma flip · ≤7 DTE: $718.05 · Native weekly: at most 7 DTE · first recorded 3:08 AM ETFlip ≤7 DTE 718.059:30 AM ET12:45 PM ET4:00 PM ET
Gamma flip
Outside the price range shown: Call wall $710.00; Put wall $700.00.
Review the historical session
390 / 390
MOMENTS TO INSPECT

Choose a checkpoint for 1-minute detail. Later prices stay hidden.

HOW TO USE WHAT WAS VISIBLE

A flip crossing alone is not an entry.

Historical review. Plans are hypothetical; fills, delivered signals and a trading edge are not proved.

Context
Preopen walls: call $710.00, put $700.00. Flips: ≤1 DTE $716.60; ≤7 DTE $718.05. ≤1 DTE is not 0DTE-only. The 15-minute-delayed model was stale; alerts were suppressed. Pause until model timing and a fresh broker quote are verified. No order was authorized.
Wait for
The 09:55–09:59 block closed $716.82 above the short-horizon flip, known at 10:00 ET. This is an observation, not an automatic entry.
Execution
No order is specified or executed. Define entry, invalidation and risk separately using fresh quotes and acceptable spreads. Shorts require borrow; size must fit buying power. No option or futures trade is inferred.
Invalidation
A completed close back below the same flip challenges the hold-above idea. Keep the horizon fixed.
Management
Follow completed closes. Wait for any separately required wall touch. If no condition qualifies, staying out is valid.
What followed

Above at 10:00 ET; back below at 10:01. The session had 18 strict adjacent-close crossings; neither primary wall was touched. The weekly $718.05 flip stayed above the session range. No entry, alert, fill, edge or P&L is established.

Source, timestamps & selection
Candles
Databento XNAS.ITCH · venue OHLCV, not consolidated SIP volume. These are venue bars, not a consolidated market tape.
Model source
Tradier sandbox · original archived native model. Source delay: 900 seconds.
Model built
2026-09-11T07:03:58.932043+00:00
First recorded
2026-09-11T07:08:32.318429+00:00
Open interest timestamp
Unknown. No point-in-time open-interest clock was supplied.
Evidence limit
A local producer cycle recorded this model before the cash open. The producer log is mutable and has no independently sealed receipt. The first and selected records report stale=true and alerts_suppressed=true; no enabled alert, trader broadcast or execution is proved. Exact OI availability is unknown. The chart uses a different price provider. Bar-end times are the earliest theoretical observation times after a minute closes, not proven client delivery times.
Why this day
Four editorial examples selected after reviewing all 12 SPY/QQQ/IWM sessions from September 8–11, 2026. Hindsight selection is explicit. Untouched levels, recrossings and the invalidation-first case remain visible; no hit rate or predictive performance is claimed.

The producer record is mutable. “First recorded” describes the recorded archive; it is not proof that a trader received the same levels at that instant.

Archive fingerprints
  • resource-case-study-census.jsonaf9379d9eb6802044356957fd6cf9a96b203eb57bddafd844c2d56ebf679de85
  • cycles.parquetcb31c638974f19aea8cd9bc5b0bc0366f088e49ed69369d72f131823138b742f
  • contracts-QQQ.parquet7d0c5c93cc5fd95b5e70865e74765fb3c33b8cbaee4d88be42da9f2ec7ba7c62
  • QQQ-preview.jsonc7650ac0a1d9b5d4fc8cb3e66df8d5c07b578067a54f9874b5b36d0a161a9471
Explore the concept with a simplified model
SWITCH THE WINDOW

Watch the strike profile change.

Change the expiry window while holding the fictional spot price at $100.00. The included contracts change the result.

Illustrative example · not market data
One expirySample spot $100.00
+−96.0097.0098.0099.00100.00101.00102.00103.00104.00SIGNED EXPOSURE · RELATIVE UNITS
Options expiry window

A narrow, concentrated profile.

This sample includes just the nearest expiry. A single strike dominates the positive side. That prominence describes this selected population, not every outstanding option.

Made-up contributions in relative units. Positive and negative values reflect an assumed position sign; they do not identify actual dealer inventory or predict a price direction.

2. Record Nearest

Select Nearest and read the footer’s expiry date. Note Net GEX and the available walls and flip; leave missing levels marked unavailable.

Nearest is not automatically 0DTE. Gamma changes with price, time and other inputs.

Sources: Options Industry Council (OCC): Gamma.

3. Switch to 30d

Select 30d, or Next 30 days on mobile. Compare Net GEX and the same levels. Repeat with 14d or 90d if useful.

Check Partial coverage. A wider requested window does not guarantee a complete book; unchanged levels can be valid.

4. Verify the included dates

Choose Pro → Expiry table and model context. Exposure by expiry lists dates, call and put open interest, and net GEX. Check Coverage and units in Behind the numbers.

Changing the filter is not evidence of new trading. Keep open interest, volume and modeled exposure distinct.

Sources: Cboe DataShop: Frequently Asked Questions.

Quick check

Record each window’s included dates, Net GEX, levels and coverage.

  • Use the same symbol and session.
  • Include the actual nearest date.
  • Describe changed populations, not a forecast.

Sources and editorial notes

Read the primary references and editorial policy

Published by GEXfreak. Prism by GEXfreak is the product described in these guides. Definitions reference the primary sources below; examples and tool-selection checklists are GEXfreak’s own illustrations. This is product education, not independent investment research.

These sources explain options mechanics and data. They do not endorse Prism or validate the predictive value of its levels. Undated pages are marked below; the checked date is when the source was reviewed.

  • Gamma — Options Industry Council (OCC). Publication date not stated. Checked .
  • Frequently Asked Questions — Cboe DataShop. Publication date not stated. Checked .

For the product’s calculation and data boundaries, read Prism’s methodology.

All resources
QQQSep 11, 2026Historical
Two horizons. One session.
Flip ≤1 DTE 716.60Flip ≤7 DTE 718.05
QQQ, 2026-09-11. 15-minute historical candles completed by 4:00 PM ET. Visible 9:30 AM ET to 4:00 PM ET. Later source minutes are hidden.9:30 AM12:45 PM4:00 PM
15m closes · XNAS · recorded model
Blog · 2 min read

Choose your expiry window

SPYSep 10, 2026Historical
Choose a level. Inspect a candle.
Put wall 760.00
SPY, 2026-09-10. 5-minute historical candles completed by 4:00 PM ET. Visible 9:55 AM ET to 10:35 AM ET. Later source minutes are hidden.9:55 AM10:15 AM10:35 AM
5m candles · XNAS · recorded model
Tutorial · 2 min read

Build your first GEX chart

QQQSep 9, 2026Historical
Read the recorded time first
Model built 2:40 AM ETFirst recorded 2:44 AM ET
QQQ, 2026-09-09. 15-minute historical candles completed by 4:00 PM ET. Visible 9:30 AM ET to 4:00 PM ET. Later source minutes are hidden.9:30 AM12:45 PM4:00 PM
15m model delay · OI time unknown
Tutorial · 2 min read

Read the data before the level

Compare Nearest with 30d.

Check the included dates and coverage in each view.

Demo values are fictional. Create an account to save your layout; review current access conditions on the pricing page.