A big overnight gap doesn't just change the price — it changes where price sits relative to the dealer levels. The flip, the walls, and the regime are all defined against spot, so moving spot overnight reshapes the whole map. Trading the first hour off yesterday's read is how gaps get expensive.

What to re-check first

Which side of the flip are you on now? A gap down can drop price from positive-gamma territory into negative gamma — a completely different tape — while a gap up can do the reverse. That regime question is first because it changes every other decision. Where are the walls relative to the new price? A wall that was overhead resistance yesterday might be far below after a gap up, and irrelevant; a new nearer wall might now be the level that matters.

Account for the fresh book

Because SPY expires daily, a new 0DTE book builds at the open, and on a gap day traders reposition fast — so the map is not only shifted but actively rebuilding in the first hour. Let it print. The opening range on a gap day is the market discovering the reset structure, not confirming the old one.

A gap is a new game on the same board. Re-ask the regime question first — everything downstream depends on the answer.

The routine

Before trading a gap: (1) read the fresh regime, (2) mark where the nearest walls, flip, and gravity now sit relative to the gapped price, (3) note whether the gap is likely to fill or run given the regime, and (4) wait for the opening range to confirm before committing. A 30-second map read on the reset structure beats a detailed plan built on levels the gap already invalidated.