Today’s session
Where gamma actually concentrates in gold, computed from the GLD options book — the most liquid listed gold options chain there is — then frozen for the session. The capture time is printed on the table below rather than promised up here, so you can always see how old the number you are reading is. The continuously recomputed version, rebuilt through the session per strike, runs on the live levels page and in the terminal.
One thing I want to be straight about, because most tools are not. I do not call these dealer positioning. The customer-and-dealer convention that gives that phrase real meaning on index options has no equivalent on gold, so borrowing the word here would make the number sound like something it is not. What this is: strike-level gamma concentration — call wall, put wall, flip — from that chain’s own open interest. If you trade gold futures rather than the ETF, the structure maps across; the price coordinate here is GLD’s.
| Call Wall | 420.00 |
| Put Wall | 370.00 |
| Max Pain | 390.00 |
| Key Gamma | 400.00 |
The graded record below is ES and NQ. I don’t grade GLD against the close yet, so it isn’t in these numbers — when it is, it will appear here with its misses like everything else.
Every trading day at 4:15 PM ET the morning levels are scored against the session's real high, low and close from the recorded tape. Every day lands here — the ones that held and the ones that broke.
ES call wall / put wall held
last 21 sessions
NQ call wall / put wall held
last 21 sessions
| Session | ES | NQ |
|---|---|---|
| Aug 17 | both held | both held |
| Aug 14 | both held | both held |
| Aug 13 | both held | call broke |
| Aug 12 | both held | both held |
| Aug 11 | both held | call broke |
| Aug 10 | both held | both held |
| Aug 7 | call broke | both held |
| Aug 6 | put broke | both held |
| Aug 5 | both held | both held |
| Aug 4 | call broke | call broke |
A wall held if the session never closed through the level I published that morning. Every graded session appears — the ones that held and the ones that broke. I don't publish a combined accuracy score: the gamma-flip leg of it isn't graded yet, and averaging an ungraded leg in would make the number say something I can't stand behind. Full data + the exact grading rules: /data/scorecard. Days without a same-day morning snapshot are skipped, never estimated.
These walls, on the chart you already trade
This page gives you the headline levels once a day, frozen. Pro rebuilds them through the session per strike, draws them on the terminal beside the ladder, the footprint and the tape, and puts the same levels inside Sierra Chart, NinjaTrader 8, Quantower or MotiveWave on one key.
The same walls, drawn on the chart you already run: the bridge studies put these levels inside NinjaTrader, Sierra Chart, Quantower and MotiveWave. The full picture — per-strike gamma, the intraday rebuilds, the whole terminal — is Pro.
