Dealer gamma · TSLA
Computed 2026-10-12 after the close from TSLA's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-13 01:23 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 378.03 | 420 | 400 | 370 | +$0.26bn |
| 2026-10-11 | 382.7 | 400 | 400 | 300 | +$0.43bn |
| 2026-10-10 | 382.7 | 400 | 400 | 300 | +$0.43bn |
| 2026-10-08 | 377.81 | 387.5 | 400 | 370 | +$0.47bn |
| 2026-10-07 | 380.68 | 405 | 400 | 377.5 | +$0.32bn |
| 2026-10-06 | 378.73 | 385 | 400 | 370 | +$0.65bn |
| 2026-10-05 | 370.59 | 380 | 380 | 300 | +$0.71bn |
| 2026-10-04 | 370.59 | 385 | 400 | 300 | +$0.39bn |
| 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.
| 370.59 |
| 385 |
| 400 |
| 300 |
| +$0.39bn |
| 2026-10-02 | 354.11 | 385 | 372.5 | 370 | +$0.36bn |
