Setup outline: watch for a rejection at the pre-market low (prior-day low works too), confirm with a VWAP/EMA cross. White dashed lines mark pre-market high/low and the prior-day low; arrows flag rejections and crosses on today's session. GEX walls and the zero-gamma flip are computed live from CBOE delayed options data (gamma × open interest); the manual box below can override them.
Contracts trading heavy volume against their open interest, in the style of the Barchart scanner from the post. Calls green, puts red, sorted by Vol/OI. Premium = volume × last trade × 100. CBOE delayed data; open interest as of the latest exchange update.
Start with earnings names only, as requested Oct 31. Tickers are Nasdaq earnings in the next 7 days at $100B+ market cap, then each ticker's delayed CBOE chain is scanned for Vol/OI at least 2, volume at least 100, OI at least 1,000, premium at least $25,000. That premium floor is deliberately lower than the single-ticker scanner's $1M default, so a cheap high-count trade like the INTC Oct 30 puts is not filtered out by premium alone. This is a snapshot scan, not a real-time sweep or ask-side alert, and it does not say whether a print was opening or closing.