Dealer gamma · GOOGL
Computed 2026-10-12 after the close from GOOGL's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-12 21:49 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 351.66 | 360 | 370 | 330 | +$0.71bn |
| 2026-10-11 | 351.66 | 360 | 370 | 330 | +$0.63bn |
| 2026-10-10 | 351.66 | 360 | 370 | 330 | +$0.64bn |
| 2026-10-08 | 350.5 | 355 | 350 | 340 | +$0.84bn |
| 2026-10-07 | 347.68 | 350 | 350 | 340 | +$1.14bn |
| 2026-10-06 | 346.47 | 355 | 350 | 340 | +$0.71bn |
| 2026-10-05 | 343.5 | 357.5 | 370 | 340 | +$0.59bn |
| 2026-10-04 | 343.5 | 370 | 370 | 330 | +$0.43bn |
| 2026-10-03 |
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.
| 343.5 |
| 370 |
| 370 |
| 330 |
| +$0.43bn |
| 2026-10-02 | 338.24 | 355 | 345 | 330 | +$0.56bn |