Levels · session replay · Tuesday 21 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 7640 — 86 points from where the session topped (7554). By 12:55 the live recompute had it at 7553.5, 0.5 points away.
negative gamma at 08:30 · 331 recomputes 09:30–16:00 ET
Published call
7640
Published put
7440
Session high
7554
Session low
7504.5
Close
7543.75
Call wall
held
Put wall
held
Live walls travelled
7334.5–7491 · 7546.25–7641
positive gamma at 08:30 · 331 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
29262.75
Published put
27372.75
Session high
29364.75
Session low
29016.5
Close
29302.5
Call wall
broke
Put wall
held
Live walls travelled
27356–29342.75 · 29246–30176.25
