Levels · session replay · Wednesday 2 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.
ES: the published call wall was 7739.75 — 48.5 points from where the session topped (7691.25). By 11:30 the live recompute had it at 7710.25, 19 points away.
negative gamma at 08:30 · 160 recomputes 09:30–16:00 ET
Published call
7739.75
Published put
7614.75
Session high
7691.25
Session low
7618.5
Close
7671.75
Call wall
held
Put wall
held
Live walls travelled
7607.25–7675 · 7669.5–7735.5
negative gamma at 08:30 · 159 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
29161.75
Published put
28711.75
Session high
29213
Session low
28927.25
Close
29158
Call wall
broke
Put wall
held
Live walls travelled
28635.25–29131 · 29130.25–29551.75
