Today’s session
The S&P walls I trade against, published before the cash open and priced in SPY. Captured at 08:30 ET from the SPX options book — the institutional dealer book these levels actually live in — then frozen for the session. The continuously recomputed version, rebuilt through the session per strike, runs on the live levels page and in the terminal.
Today’s capture lands at 08:30 ET.
The S&P 500 ETF (SPY) walls are captured at 08:30 ET on trading days and frozen for the session. Until then this page shows nothing rather than yesterday’s numbers under today’s headline — the graded record below is every session that came before, misses included. The live, continuously recomputed version runs in the terminal all session.
The record below is kept in /ES terms. That is not a dodge — these are the same walls off the same SPX book, and whether a wall held is scale-invariant: the level either got taken out or it did not, whatever currency it is printed in. So the ES row IS this page's record, and calling it anything else would be false modesty.
Every trading day at 4:15 PM ET the morning levels are scored against the session's real high, low and close from the recorded tape. Every day lands here — the ones that held and the ones that broke.
ES call wall / put wall held
last 21 sessions
NQ call wall / put wall held
last 20 sessions
RTY call wall / put wall held
last 16 sessions
YM call wall / put wall held
last 16 sessions
| Session | ES | NQ |
|---|---|---|
| Oct 2 | both held | call broke |
| Oct 1 | put broke | call broke |
| Sep 30 | both held | call broke |
| Sep 29 | both held | both held |
| Sep 28 | both held | both held |
| Sep 25 | both held | both held |
A wall held if the session never closed through the level I published that morning. Every graded session appears — the ones that held and the ones that broke. I don't publish a combined accuracy score: the gamma-flip leg of it isn't graded yet, and averaging an ungraded leg in would make the number say something I can't stand behind. Full data + the exact grading rules: /data/scorecard. Days without a same-day morning snapshot are skipped, never estimated.
These walls, on the chart you already trade
This page gives you the headline levels once a day, frozen. Pro rebuilds them through the session per strike, draws them on the terminal beside the ladder, the footprint and the tape, and puts the same levels inside Sierra Chart, NinjaTrader 8, Quantower or MotiveWave on one key.
The same S&P 500 book in the other coordinates — one capture, carried to the futures on the live basis and re-projected into the ETF:
The other books captured this morning:
The same walls, drawn on the chart you already run: the bridge studies put these levels inside NinjaTrader, Sierra Chart, Quantower and MotiveWave. The full picture — per-strike gamma, the intraday rebuilds, the whole terminal — is Pro.
