Levels · session replay · Friday 18 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 29652.25 — 7 points from where the session bottomed (29659.25). By 12:38 the live recompute had it at 29658.5, 0.75 points away.
negative gamma at 08:30 · 114 recomputes 09:30–16:00 ET
Published call
7736.75
Published put
7666.75
Session high
7739.25
Session low
7675
Close
7725.5
Call wall
held
Put wall
held
Live walls travelled
7565.25–7692.5 · 7705.75–7816.75
positive gamma at 08:30 · 45 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
29802.25
Published put
29652.25
Session high
29993.25
Session low
29659.25
Close
29970
Call wall
broke
Put wall
held
Live walls travelled
29285.75–29775.75 · 29781.5–29800.75
