Levels · session replay · Thursday 20 August 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 7720 — 62.25 points from where the session bottomed (7657.75). By 15:57 the live recompute had it at 7660.25, 2.5 points away.
negative gamma at 08:30 · 178 recomputes 09:30–16:00 ET
Published call
7770
Published put
7720
Session high
7745.25
Session low
7657.75
Close
7663.5
Call wall
held
Put wall
broke
Live walls travelled
7617.75–7710 · 7717.75–7821
negative gamma at 08:30 · 176 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
29835
Published put
29235
Session high
29686.5
Session low
29202.75
Close
29288.75
Call wall
held
Put wall
held
Live walls travelled
29167.75–29218 · 29356.75–29606.25
