Net GEX per strike and expiry (calls − puts). Green = call-heavy, red = put-heavy. ▲ call wall, ▼ put wall; blue outline = nearest strike to spot.
Event study — what happens after each event
Forward return = spot at +5/15/60 min vs. spot at the event. "Mean |ret|" is a volatility proxy: compare it across regimes. Small samples mean nothing — log for weeks before reading into this.