Levels · session replay · Thursday 2 July 2026
The dashed grey lines are the call wall and put wall I published at 08:30 ET and was graded on. The orange lines are the same two walls as the terminal recomputed them about every sixty seconds through the session. The black line is price. The high and low on the right edge are the graded ones. Nothing here is re-derived after the fact — this is what the panel showed while it happened.
NQ: the published put wall was 29875.5 — 547 points from where the session bottomed (29328.5). By 13:59 the live recompute had it at 29283.25, 45.25 points away.
positive gamma at 08:30 · 321 recomputes 09:30–16:00 ET
Published call
7584.75
Published put
7534
Session high
7593.5
Session low
7479.5
Close
7554
Call wall
held
Put wall
broke
Live walls travelled
7464.25–7558.25 · 7535.5–7617.75
positive gamma at 08:30 · 320 recomputes 09:30–16:00 ET
Tomorrow, live
The 08:30 numbers are free every morning, here and in the email. The recompute — the walls moving with the book, beside the DOM ladder, the footprint and the tape — is the terminal, $125 a month or $1,125 a year. Everything it draws is graded on the same public record as these pages.
The next session’s walls, in your inbox before the open — and the replay the morning after.
Published call
30290.5
Published put
29875.5
Session high
30320
Session low
29328.5
Close
29767.5
Call wall
held
Put wall
broke
Live walls travelled
29164.5–30229.5 · 29511.75–30774.25
