Dealer gamma · ACGL
Computed 2026-10-12 after the close from ACGL's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-12 23:22 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 95.57 | 120 | 100 | 95 | +$0.00bn |
| 2026-10-11 | 95.57 | — | 100 | 95 | -$0.00bn |
| 2026-10-10 | 95.57 | — | 100 | 95 | -$0.00bn |
| 2026-10-08 | 94.33 | — | 100 | 95 | -$0.00bn |
| 2026-10-07 | 94.82 | 65 | 100 | 95 | -$0.00bn |
| 2026-10-06 | 94.36 | 110 | 100 | 95 | +$0.00bn |
| 2026-10-05 | 93.6 | — | 100 | 95 | -$0.00bn |
| 2026-10-04 | 93.6 | — | 100 | 95 | -$0.00bn |
| 2026-10-03 |
What a wall is: the strike where dealers' hedging exposure concentrates. Price approaching a large call wall tends to meet hedging flow that leans against the move; losing a put wall can accelerate one. A wall is a level that usually matters — not a promise. Our index levels are graded publicly against every session for exactly that reason.
Where this data goes: this same nightly computation feeds the Intel Clearance morning wire — filings, 13F moves, dark-pool share and these walls on the names you follow, read for you by 07:40. And inside the terminal, the index books recompute through the session as 0DTE flow rebuilds the surface.
| 93.6 |
| — |
| 100 |
| 95 |
| -$0.00bn |
| 2026-10-02 | 94.26 | — | 100 | 95 | -$0.00bn |
