Dealer gamma · EIX
Computed 2026-10-12 after the close from EIX's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-13 01:50 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 55.64 | 62.5 | 60 | 52.5 | +$0.00bn |
| 2026-10-11 | 55.3 | — | 60 | 52.5 | -$0.00bn |
| 2026-10-10 | 55.3 | — | 60 | 52.5 | -$0.00bn |
| 2026-10-08 | 54.41 | 82.5 | 60 | 52.5 | +$0.00bn |
| 2026-10-07 | 54.25 | — | 60 | 52.5 | -$0.00bn |
| 2026-10-05 | 54.24 | 60 | 55 | 50 | +$0.00bn |
| 2026-10-04 | 53.89 | 60 | 55 | 50 | +$0.00bn |
| 2026-10-03 | 53.89 | 60 | 55 | 50 | +$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.
| 53.8 |
| — |
| 60 |
| 50 |
| -$0.00bn |
| 2026-10-01 | 53.73 | 62.5 | 55 | 50 | +$0.00bn |
