Dealer gamma · EOG
Computed 2026-10-12 after the close from EOG'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 | 150.51 | 150 | 155 | 130 | +$0.01bn |
| 2026-10-11 | 148.16 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-10 | 148.16 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-08 | 144.21 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-06 | 144.28 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-04 | 141.38 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-03 | 141.38 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-02 | 141.31 | 145 | 145 | 130 | +$0.01bn |
| 2026-10-01 |
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.
| 137.76 |
| 150 |
| 145 |
| 130 |
| +$0.01bn |
| 2026-09-30 | 139.66 | 160 | 145 | 130 | +$0.00bn |