Dealer gamma · YUMC
Computed 2026-10-14 after the close from YUMC'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 | 43.11 | 45 | 47.5 | 40 | +$0.00bn |
| 2026-10-13 | 42.84 | 47.5 | 47.5 | 40 | +$0.00bn |
| 2026-10-12 | 42.84 | 47.5 | 47.5 | 40 | +$0.00bn |
| 2026-10-11 | 42.92 | 47.5 | 47.5 | 42.5 | +$0.00bn |
| 2026-10-10 | 42.92 | 47.5 | 47.5 | 42.5 | +$0.00bn |
| 2026-10-08 | 40.65 | 47.5 | 47.5 | 40 | +$0.00bn |
| 2026-10-07 | 40.62 | 52.5 | 47.5 | 40 | +$0.00bn |
| 2026-10-06 | 40.62 | 52.5 | 47.5 | 40 | +$0.00bn |
| 2026-10-05 |
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.
| 40.25 |
| 52.5 |
| 47.5 |
| 40 |
| +$0.00bn |
| 2026-10-04 | 39.98 | 52.5 | 47.5 | 40 | +$0.00bn |
