Dealer gamma · LIN
Computed 2026-09-27 after the close from LIN's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-09-27 23:35 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-09-27 | 469.89 | 330 | 490 | 460 | -$0.02bn |
| 2026-09-26 | 469.89 | 330 | 490 | 460 | -$0.02bn |
| 2026-09-25 | 468.14 | 330 | 520 | 460 | -$0.02bn |
| 2026-09-24 | 469.72 | 330 | 520 | 460 | -$0.02bn |
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.
