Levels · session replay · Tuesday 1 September 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.
NQ: the published put wall was 28664 — 338 points from where the session bottomed (29002). By 14:45 the live recompute had it at 28999.25, 2.75 points away.
negative gamma at 08:30 · 162 recomputes 09:30–16:00 ET
Published call
7740
Published put
7665
Session high
7706.25
Session low
7621.5
Close
7647.25
Call wall
held
Put wall
broke
Live walls travelled
7608.5–7661.5 · 7734.5–7812
negative gamma at 08:30 · 162 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
29564
Published put
28664
Session high
29571.25
Session low
29002
Close
29149.75
Call wall
held
Put wall
held
Live walls travelled
28638.5–29149.5 · 29049.75–29557
