Wall Scanner
Wall Scanner is a data page on the Options desk of Glassbox Auditing. The tickers whose share price sits near a call wall or a put wall on their latest dealer-gamma session, with counts of what followed the earlier sessions in this record that sat as close. It states both readings of a wall, resistance at it or a squeeze through it, so the counts can be read against either.
Last updated: .
What is on this page today?
- 40 of 212 tickers trade within 5% below their call wall — 43 within 5% above their put wall · 16 through the call wall and 46 through the put wall · 126 thin option markets left out · assumes dealers are long the calls and short the puts investors trade (U.S. options exchanges, 6 Nov 2026)
- AAOI: price 0.2% above its put wall at 50 — price 50.10 · the wall repeats in 2 of the next 8 expiries · negative gamma · 11 earlier sessions within 1% of it; 64% closed below it within 5 sessions (U.S. options exchanges, 6 Nov 2026) AAOI
- DASH: price 0.26% below its call wall at 180 — price 179.53 · the wall repeats in 4 of the next 8 expiries · positive gamma · 21 earlier sessions within 1% of it; 71% closed above it within 5 sessions (U.S. options exchanges, 6 Nov 2026) DASH
- BKNG: price 0.4% above its put wall at 160 — price 160.65 · the wall repeats in 1 of the next 8 expiries · negative gamma · 47 earlier sessions within 1% of it; 68% closed below it within 5 sessions (U.S. options exchanges, 6 Nov 2026) BKNG
- MELI: price 0.7% above its put wall at 1500 — price 1,510.57 · the wall repeats in 3 of the next 8 expiries · negative gamma · 31 earlier sessions within 1% of it; 58% closed below it within 5 sessions (U.S. options exchanges, 6 Nov 2026) MELI
- CAT: price 0.74% below its call wall at 562.5 — price 558.38 · the wall repeats in 0 of the next 8 expiries · negative gamma · 34 earlier sessions within 1% of it; 85% closed above it within 5 sessions (U.S. options exchanges, 6 Nov 2026) CAT
- GEN: price 0.74% below its call wall at 30 — price 29.78 · the wall repeats in 2 of the next 8 expiries · positive gamma · 27 earlier sessions within 1% of it; 70% closed above it within 5 sessions (U.S. options exchanges, 6 Nov 2026) GEN
- EBAY: price 0.87% below its call wall at 123 — price 121.94 · the wall repeats in 2 of the next 8 expiries · positive gamma · 44 earlier sessions within 1% of it; 73% closed above it within 5 sessions (U.S. options exchanges, 6 Nov 2026) EBAY
- 68% of the times a price sat just under a call wall in negative gamma, a close went through it within 5 sessions — 420 visits of that kind in the record since 2024-09-25, across 351 tickers · median 5-session move after them +0.49% against +0.49% over every negative-gamma session · a visit is a close 0 to 1% short of the wall; thin… (U.S. options exchanges, 6 Nov 2026)
Where does the data come from?
Items on this page come from U.S. options exchanges. Each item links to its own source. All sources, how items are checked.
What does this page lead to?
- Stock by Stock (Markets): A price near a call wall is read two ways: resistance, if dealers' hedging leans against the rise, or a squeeze, if dealers short those calls must add shares as it climbs; Stock by Stock shows what followed. (either way, depending on the cause; next sessions; company scale) Source: Dealer gamma computed by the terminal (Black-Scholes greeks from closing mids; dealers assumed long calls and short puts).
- Company Options (Options): A wall is a strike with large open interest; Company Options shows whether contracts at that strike are still being added or are trading down against the company's own history. (either way, depending on the cause; same day; company scale) Source: Robinhood options market data (OPRA).
- Company Reports (Calendar): Results days move stocks much further than ordinary days, so a ticker sitting near a wall just before its report date is a weak test of either reading of the wall. (either way, depending on the cause; results day; company scale) Source: SEC EDGAR filings (10-Q/10-K text).
- Live Now (Markets): When SPY itself sits near a wall, the hedging around that strike bears on the whole market's day, which Live Now shows as it trades. (either way, depending on the cause; same day; economy scale) Source: Dealer gamma computed by the terminal (Black-Scholes greeks from closing mids; dealers assumed long calls and short puts).