Levels · session replay · Thursday 27 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 call wall was 7772 — 16.5 points from where the session topped (7755.5). By 13:09 the live recompute had it at 7754.5, 1 points away.
positive gamma at 08:30 · 160 recomputes 09:30–16:00 ET
Published call
7772
Published put
7672
Session high
7755.5
Session low
7702.75
Close
7732.75
Call wall
held
Put wall
held
Live walls travelled
7611.25–7738.75 · 7732.25–7813.75
positive gamma at 08:30 · 160 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
29708
Published put
28858
Session high
29708
Session low
29401.75
Close
29638.75
Call wall
held
Put wall
held
Live walls travelled
28690–28725.75 · 29540–30069.25
