Levels · session replay · Friday 17 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.
ES: the published call wall was 7556 and the session high printed 7539 — 17 points. The live recompute at 10:25 had it at 7616.75, no nearer. Some days the snapshot is the better number.
negative gamma at 08:30 · 327 recomputes 09:30–16:00 ET
Published call
7556
Published put
7496
Session high
7539
Session low
7473
Close
7489
Call wall
held
Put wall
broke
Live walls travelled
7334.75–7522 · 7484.75–7645.25
negative gamma at 08:30 · 329 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
28747.25
Published put
28547.25
Session high
29050.25
Session low
28408.25
Close
28739.25
Call wall
broke
Put wall
broke
Live walls travelled
28160.75–28985.25 · 28574.75–29600.75
