Levels · session replay · Thursday 24 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 29527.25 — 842.75 points from where the session bottomed (30370). By 11:30 the live recompute had it at 29784.5, 585.5 points away.
negative gamma at 08:30 · 129 recomputes 09:30–16:00 ET
Published call
7860.75
Published put
7710.75
Session high
7783.5
Session low
7707.25
Close
7750.5
Call wall
held
Put wall
held
Live walls travelled
7558.25–7771.5 · 7858.25–7865.5
positive gamma at 08:30 · 130 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
30527.25
Published put
29527.25
Session high
30827.5
Session low
30370
Close
30667.25
Call wall
broke
Put wall
held
Live walls travelled
29772.5–30500.75 · 30695–31004.25
