Gamma 在各个行权价上的集中位置，由每个品种自己的场内期权盘口、按其自身持仓量计算得出。按交易日锁定——不是效果图，也不是我手打上去的数字。
ES — call wall 8,052 · put wall 7,702 · NQ — call wall 31,296 · put wall 29,796
as of Oct 9, 3:40 AM ET · OI-derived dealer-gamma estimates, recomputed intraday · informational, not advice
The close read, from the gamma engine
This is a real end-of-session read from my own OI-derived gamma engine — where the walls sat when the bell went, published once a day and never retouched. What it can't show you is the session itself: in the terminal these levels rebuild about every minute on your own chart, next to the DOM, the footprint and the tape, with the zero-gamma line and the full strike profile. The walls move all day. This page shows you where they ended up; Pro shows you while it's happening.
OI-derived dealer-gamma estimate · published once after the close here, rebuilt ~60s in the terminal · informational, not advice
$125/mo — or $94/mo billed annually
What you are reading here is free and stays free. Pro is the live one: these walls and the full strike profile rebuilt about every minute while the session runs, on the same chart as the DOM, the footprint and the tape — and drawn inside your own charting software too.
每个交易日美东时间下午 4:15，当天早上的水平位会拿录下来的行情里真实的最高价、最低价和收盘价来打分。每一天都会落在这里 — 守住的和被打穿的都在。
ES call 墙 / put 墙 守住率
最近 22 个交易日
NQ call 墙 / put 墙 守住率
最近 21 个交易日
RTY call 墙 / put 墙 守住率
最近 20 个交易日
YM call 墙 / put 墙 守住率
最近 20 个交易日
| 交易日 | ES | NQ |
|---|---|---|
| Oct 8 | 两边都守住 | 两边都守住 |
| Oct 7 | 两边都守住 | 两边都守住 |
| Oct 6 | 两边都守住 | call 墙被打穿 |
| Oct 5 | 两边都守住 | call 墙被打穿 |
| Oct 2 | 两边都守住 | call 墙被打穿 |
| Oct 1 | put 墙被打穿 | call 墙被打穿 |
如果整个交易日的收盘始终没有穿过我那天早上发布的水平位，就算这道墙守住了。每一个打过分的交易日都会出现 — 守住的和被打穿的都在。我不发布一个合并的准确率数字：gamma 翻转点那一项目前还没有打分，把一个没打分的项目平均进去，会让这个数字说出我没法负责的话。完整数据和确切的打分规则： /data/scorecard。没有当天早间快照的日子会直接跳过，绝不估算。
在股指期权上，我称之为做市商 Gamma，因为那个惯例在那里确实存在。在金属和加密货币上我不这么叫，因为并没有对应的惯例，硬套这个说法会让这个数字听起来像是它并不是的东西。算法完全一样，只是少了一句声称。仅供参考，不构成投资建议。
