About GammaWalls
GammaWalls solves the cognitive bottleneck: instead of handing you a raw chart and leaving the interpretation to you, it delivers automated structural context and wall strength scores — the read, not just the data.
GammaWalls exists to give SPX traders affordable, precise access to the levels that actually move the day — without the guesswork.
Easy, affordable access
Real SPX levels, priced for an individual trader — not an enterprise product built for institutions.
Time saved
No more scrolling through raw charts and doing the interpretation yourself before the open.
Precision on the levels that matter
Not a wall of raw numbers — a scored, plain-English read of exactly where the walls sit today.
Rapid, educated decisions
The structural context to act on the day's positioning with confidence, in seconds, not spreadsheets.
In contrast to many other services, GammaWalls is built to be an affordable way to access the SPX levels that play a role for the day — not a product priced and packaged for institutions. Behind it is an in-house built analysing engine that rates every call and put wall, turning raw positioning data into a quick, comprehensive read for trading decisions — saving valuable time for the investor who'd otherwise have to work it out by hand.
GammaWalls is also deliberately narrow. It covers SPX, and daily positioning, specifically — not every index, not every timeframe, not a general-purpose analytics suite trying to be everything to everyone.
We got tired of eyeballing gamma exposure charts by hand every morning, so we built something that scores the walls for us. Then we opened it up.
GammaWalls is a data and analytics tool, not a brokerage or advisory service — see our Financial Disclaimer for the specifics.
GammaWalls is built and actively developed by Ognyan, an active daily options trader with a strategic focus on SPX. He holds an MA in Business Administration from Freie Universität Berlin, and works as an investor and entrepreneur. He designed and built the analysing engine behind GammaWalls himself, and uses it on his own account every trading day — the same read subscribers see is the one its own builder trades from.