Levels · session replay · Thursday 3 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 call wall was 29397.75 — 186.5 points from where the session topped (29584.25). By 14:17 the live recompute had it at 29606, 21.75 points away.
negative gamma at 08:30 · 166 recomputes 09:30–16:00 ET
Published call
7705.5
Published put
7605.5
Session high
7766.5
Session low
7661.25
Close
7750
Call wall
broke
Put wall
held
Live walls travelled
7605.5–7759.5 · 7705.5–7836.25
negative gamma at 08:30 · 165 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
29397.75
Published put
28597.75
Session high
29584.25
Session low
29075
Close
29505.25
Call wall
broke
Put wall
held
Live walls travelled
28597.75–29252.5 · 29397.75–29612.5
