Dealer gamma · BTCS
Computed 2026-10-12 after the close from BTCS's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-13 01:37 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 1.24 | — | 2.5 | 1.5 | +$0.00bn |
| 2026-10-11 | 1.29 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-10 | 1.29 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-08 | 1.34 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-07 | 1.46 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-06 | 1.51 | 2 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-04 | 1.43 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-03 | 1.43 | 1.5 | 2.5 | 1.5 | +$0.00bn |
| 2026-10-02 |
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.
| 1.48 |
| 1.5 |
| 2.5 |
| 1.5 |
| +$0.00bn |
| 2026-10-01 | 1.47 | 1.5 | 2.5 | 1.5 | +$0.00bn |
