Dealer gamma · AVGO
Computed 2026-09-21 after the close from AVGO's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-09-21 23:31 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-09-21 | 357.61 | 380 | 365 | 300 | +$0.18bn |
| 2026-09-20 | 357.61 | 500 | 400 | 300 | +$0.03bn |
| 2026-09-19 | 357.61 | 500 | 400 | 300 | +$0.03bn |
| 2026-09-18 | 347.3 | 362.5 | 357.5 | 300 | +$0.23bn |
| 2026-09-17 | 339.51 | — | 347.5 | 340 | -$0.08bn |
| 2026-09-16 | 339.51 | — | 400 | 330 | -$0.16bn |
| 2026-09-15 | 344.72 | 92 | 400 | 330 | -$0.26bn |
| 2026-09-14 | 361.99 | — | 365 | 350 | -$0.20bn |
| 2026-09-13 |
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.
| 361.99 |
| 110 |
| 400 |
| 350 |
| -$0.01bn |
| 2026-09-12 | 361.99 | 110 | 400 | 350 | -$0.01bn |
