Levels · session replay · Thursday 15 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 7697 — 20.25 points from where the session bottomed (7717.25). By 09:56 the live recompute had it at 7716.25, 1 points away.
negative gamma at 08:30 · 137 recomputes 09:30–16:00 ET
Published call
7847
Published put
7697
Session high
7801.75
Session low
7717.25
Close
7789.75
Call wall
held
Put wall
held
Live walls travelled
7648.25–7789 · 7795.5–7872.5
negative gamma at 08:30 · 136 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
30188.5
Published put
29688.5
Session high
30196.75
Session low
29622.5
Close
30130.5
Call wall
held
Put wall
broke
Live walls travelled
29202.75–30118 · 29677.75–30246.75
