Dealer gamma · FUTU
Computed 2026-10-14 after the close from FUTU's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-14 23:13 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-14 | 114.06 | — | 130 | 105 | -$0.00bn |
| 2026-10-13 | 112.26 | 177.45 | 130 | 107.45 | +$0.00bn |
| 2026-10-12 | 112.26 | — | 130 | 110 | -$0.00bn |
| 2026-10-11 | 113.71 | — | 130 | 110 | -$0.00bn |
| 2026-10-10 | 113.71 | — | 130 | 110 | -$0.00bn |
| 2026-10-08 | 109.68 | — | 130 | 105 | -$0.00bn |
| 2026-10-06 | 113.21 | — | 130 | 105 | -$0.00bn |
| 2026-10-05 | 109.7 | — | 130 | 105 | -$0.00bn |
| 2026-10-04 |
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.
| 102.17 |
| — |
| 130 |
| 105 |
| -$0.00bn |
| 2026-10-03 | 102.17 | — | 130 | 105 | -$0.00bn |
