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Gamma call wall

What it is

Gamma call wall — registry key gamma_call_wall.

Daily-signals column exposed for sparkline charts; raw value, no classification bands.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: gamma
Data source: live_only

Fetched directly from app/sources/gamma.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Strike with the most POSITIVE net dealer gamma (call-gamma dominated), typically above SPY spot — the price level where dealer hedging is expected to suppress upside moves. Computed from the brokerage data session option-chain gamma × OI per-strike profile (call_wall = max net_gex over strikes within ~10% of spot). See app/gamma.py.

Where it surfaces

• API field: gamma_levels.call_wall on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/sparklines (UI sparklines)

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

• Publishes: intraday

See also

• /kb/api/get-signals-gamma — API endpoint that serves this field.