Dealer gamma · WDC
Computed 2026-10-12 after the close from WDC's listed option chain. Nothing here is predicted: these are the strikes where dealer hedging concentrates, recomputed every trading night.
Computed 2026-10-12 23:57 · refreshed nightly
| Night | Spot | Flip | Call wall | Put wall | Net gamma |
|---|---|---|---|---|---|
| 2026-10-12 | 397.28 | — | 410 | 380 | -$0.03bn |
| 2026-10-11 | 397.28 | — | 450 | 380 | -$0.02bn |
| 2026-10-10 | 397.28 | — | 450 | 380 | -$0.02bn |
| 2026-10-08 | 405.42 | — | 410 | 400 | -$0.05bn |
| 2026-10-07 | 411.04 | — | 427.5 | 400 | -$0.03bn |
| 2026-10-06 | 411.04 | — | 427.5 | 400 | -$0.02bn |
| 2026-10-05 | 441.64 | 620 | 427.5 | 400 | +$0.01bn |
| 2026-10-04 | 415.29 | — | 620 | 400 | -$0.02bn |
| 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.
| 415.29 |
| — |
| 620 |
| 400 |
| -$0.02bn |
| 2026-10-02 | 462.56 | — | 620 | 415 | -$0.06bn |
