DIA ยท gamma levels ยท Tue Oct 6, 2026

Did DIA's walls hold yesterday?

Where DIA's dealer levels stood at the open on Tue Oct 6, 2026, and what price actually did with them.

Open514.32
High515.99
Low513.49
Close514.56

The last 20 sessions

18 of 20 closed between CHEDDAR and BLUE

Each bar is a session, oldest on the left; green closed between the walls it opened with.

DayCHEDDARBLUEMELTCloseClosed
Oct 6518.06508.22511.87514.56inside
Oct 5525.39508.37511.83512.11inside
Oct 2513.3509.61511.21511.1inside
Oct 1514.93508.31510.88508.62inside
Sep 30523.29508.4513.8508.55inside
Sep 29523.28500.06514.43512.88inside
Sep 28523.28500.09514.92514.02inside
Sep 25515.96510.05512.62517.49above
Sep 24516.01500.06513.54512.68inside
Sep 23521.68500.07512.81514.3inside

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How 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 โ€” nothing here is advice.