SPY walls record
Each trading morning GammaPulse posts SPY's nearest dealer gamma walls above and below price (the same ones on the walls page and the 0DTE board). After the close, three facts are written down and never edited: framed — the close landed between the nearest wall above and the nearest wall below; respected — after the post went out, price never traded more than 0.1% through either of them; held — the same with no tolerance at all.
Sessions 4Framed 3Respected (0.1%) 0Held 0last 10 sessions · 2026-11-09 → 2026-11-12
| Session | Posted | Walls above | Walls below | Prev close | High | Low | Close | Day | Framed | Respected | What happened |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-11-12 | 09:40 ET | 760.0 · 763.0 | 755.0 · 745.0 | 759.79 | 763.02 | 753.73 | 757.18 | -0.34% | yes | no | traded above 760, closed between them |
| 2026-11-11 | 09:40 ET | 760.0 · 770.0 | 755.0 · 750.0 | 749.96 | 762.50 | 754.93 | 759.88 | +1.32% | yes | no | traded above 760 and traded below 755, closed between them |
| 2026-11-10 | 09:40 ET | 750.0 · 760.0 | 745.0 · 740.0 | 752.65 | 752.14 | 744.86 | 749.96 | -0.36% | yes | no | traded above 750 and traded below 745, closed between them |
| 2026-11-09 | 09:25 ET | 750.0 · 755.0 | 745.0 · 740.0 | 735.34 | 755.42 | 741.02 | 752.65 | +2.35% | no | no | traded above 750 and traded below 745, closed above |
Walls are strikes where dealer hedging is concentrated (open interest and net gamma), not predictions. Prices are SPY 1-minute bars; "posted" is the time the morning post went out, and respected/held are judged only on the bars after it. The record is not investment advice and says nothing about any setup's result.