Levels · session replay · Tuesday 20 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 7690 — 14.5 points from where the session bottomed (7704.5). By 09:42 the live recompute had it at 7693, 11.5 points away.
negative gamma at 08:30 · 130 recomputes 09:30–16:00 ET
Published call
7940
Published put
7690
Session high
7791.5
Session low
7704.5
Close
7771.75
Call wall
held
Put wall
held
Live walls travelled
7688.75–7750.75 · 7770–7945
negative 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
29889.5
Published put
29314.5
Session high
29903.5
Session low
29391.75
Close
29764.75
Call wall
held
Put wall
held
Live walls travelled
29254.75–29701.75 · 29829.75–30044.5