Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

Gamma put wall

What it is

Gamma put wall — registry key gamma_put_wall.

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

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 largest net positive dealer gamma below SPY spot — the floor where dealer hedging is expected to support price on declines. Same profile as gamma_call_wall, opposite side of spot.

Where it surfaces

• API field: gamma_levels.put_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.