Levels · session replay · Thursday 1 October 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 put wall was 7705.75 — 33 points from where the session bottomed (7672.75). By 11:10 the live recompute had it at 7655, 17.75 points away.
positive gamma at 08:30 · 130 recomputes 09:30–16:00 ET
Published call
8055.75
Published put
7705.75
Session high
7767.75
Session low
7672.75
Close
7730.75
Call wall
held
Put wall
broke
Live walls travelled
7555.5–7727.25 · 7852.25–8059.5
positive gamma at 08:30 · 128 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
31017.25
Published put
29817.25
Session high
31151.5
Session low
30529.25
Close
30801
Call wall
broke
Put wall
held
Live walls travelled
29739.75–30756.25 · 30579.75–30995.75
