Levels · session replay · Thursday 23 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 put wall was 7456 — 44.25 points from where the session bottomed (7411.75). By 11:31 the live recompute had it at 7387.25, 24.5 points away.
negative gamma at 08:30 · 329 recomputes 09:30–16:00 ET
Published call
7581
Published put
7456
Session high
7524.25
Session low
7411.75
Close
7453.25
Call wall
held
Put wall
broke
Live walls travelled
7334–7442.25 · 7553.75–7658.5
negative gamma at 08:30 · 330 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
29249.75
Published put
28674.75
Session high
29122.25
Session low
28432.5
Close
28726.75
Call wall
held
Put wall
broke
Live walls travelled
27147.5–28812 · 29020.25–29552
