Today’s session
Where gamma concentrates in ethereum, computed from the Deribit ETH options book — the venue that holds most of the world’s crypto options open interest. These are the real listed strikes off that book’s own open interest, not a proxy mapped over from somewhere else. The continuously recomputed version runs on the live levels page and in the terminal, next to the bitcoin book.
Same straight answer I give on gold and bitcoin: I do not call this dealer positioning. That phrase names a customer-and-dealer convention on index options, and there is no equivalent in listed crypto, so borrowing it would make the number sound like something it is not. What this is: strike-level gamma concentration — call wall, put wall, flip — from that book’s own open interest.
Today’s capture lands at 08:30 ET.
The ethereum (ETH) walls are captured at 08:30 ET on trading days and frozen for the session. Until then this page shows nothing rather than yesterday’s numbers under today’s headline. The live, continuously recomputed version runs in the terminal all session.
The graded record below is ES and NQ. I don’t grade ETH against the close yet, so it isn’t in these numbers — when it is, it will appear here with its misses like everything else.
Every trading day at 4:15 PM ET the morning levels are scored against the session's real high, low and close from the recorded tape. Every day lands here — the ones that held and the ones that broke.
ES call wall / put wall held
last 22 sessions
NQ call wall / put wall held
last 21 sessions
RTY call wall / put wall held
last 20 sessions
YM call wall / put wall held
last 20 sessions
| Session | ES | NQ |
|---|---|---|
| Oct 8 | both held | both held |
| Oct 7 | both held | both held |
| Oct 6 | both held | call broke |
| Oct 5 | both held | call broke |
| Oct 2 | both held | call broke |
| Oct 1 | put broke | call broke |
A wall held if the session never closed through the level I published that morning. Every graded session appears — the ones that held and the ones that broke. I don't publish a combined accuracy score: the gamma-flip leg of it isn't graded yet, and averaging an ungraded leg in would make the number say something I can't stand behind. Full data + the exact grading rules: /data/scorecard. Days without a same-day morning snapshot are skipped, never estimated.
These walls, on the chart you already trade
This page gives you the headline levels once a day, frozen. Pro rebuilds them through the session per strike, draws them on the terminal beside the ladder, the footprint and the tape, and puts the same levels inside Sierra Chart, NinjaTrader 8, Quantower or MotiveWave on one key.
The same Crypto book in the other coordinates — one capture, carried to the futures on the live basis and re-projected into the ETF:
The other books captured this morning:
The same walls, drawn on the chart you already run: the bridge studies put these levels inside NinjaTrader, Sierra Chart, Quantower and MotiveWave. The full picture — per-strike gamma, the intraday rebuilds, the whole terminal — is Pro.
