Gamma levels · the record, one session late
Did yesterday's walls hold?
Every trading day, for 12 of the most-watched names: where the dealer levels stood at the open of the last completed session, and what price did with them. SPX and NDX are read through SPY and QQQ.
- SPYCHEDDAR not tested · BLUE not tested · MELT no crossTue Oct 6 · close 779.09
- QQQCHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 759.66
- IWMCHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 281.34
- DIACHEDDAR not tested · BLUE not tested · MELT no crossTue Oct 6 · close 514.56
- AAPLCHEDDAR not tested · BLUE held · MELT no crossTue Oct 6 · close 333.63
- AMZNCHEDDAR not tested · BLUE not tested · MELT no crossTue Oct 6 · close 256.29
- GOOGLCHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 347.68
- METACHEDDAR not tested · BLUE not tested · MELT no crossTue Oct 6 · close 738.88
- MSFTCHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 529.3
- NVDACHEDDAR not tested · BLUE not tested · MELT no crossTue Oct 6 · close 239.24
- SMHCHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 632.5
- TSLACHEDDAR held · BLUE not tested · MELT no crossTue Oct 6 · close 380.68
Today's levels are inside — 3 days free
The same read for today's session, on every name, refreshed through the day. Cancel before the trial ends and you pay nothing.
Try it free for 3 daysHow to read this. These are the levels as they stood at the open of the last completed session, published after the fact. Today's are for members. CHEDDAR is the call wall overhead, BLUE the put wall underneath, MELT the price where dealer gamma flips sign, and max pain the strike where the most option value expires worthless.
A wall counts as tested when the high (or low) came within 0.3% of it or half a strike, whichever is wider, and as held when the session closed back on its side. MELT crossings are counted on 15-minute readings, so a quick round trip between two readings is not counted.
The levels are built from open interest, and they assume the usual dealer-sign convention: dealers net long calls and net short puts. That holds on aggregate index flow and is shakier on a single name. Positioning is context, not a signal — nothing here is advice.