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SPX vs Call Wall, Put Wall

SPX Call Wall, Put Wall Statistics

This data is based off 547 trading days, ending 02/14/2023


Call Wall is the strike with the highest positive gamma and acts as strong resistance.

Put Wall is the strike with the highest negative gamma and acts as strong support.


SPX Call Wall

How many times did the market open within 1% of the Call Wall: 34%

On an open within 1% of the Call Wall, how often was the Call Wall breached? 26%

How many times did the SPX open above the Call Wall: 6%

If the SPX opened above the Call Wall, how often did it hold above the wall? 17%

When the Call Wall was breached, how often did it close above: 21%

If the SPX closes above the Call Wall, what is the average close above the Wall: 0.67%

1 Day Forward Return after close above Call Wall: -0.24%

5 Day Forward Return after close above Call Wall: -0.34%


SPX Put Wall

How often did the market open within 1% of the Put Wall: 12%

On an open within 1% of the Put Wall, how often was the Put Wall breached? 21%

How often did the SPX open below the Put Wall: 4%

If the SPX opened below the Put Wall, how often did it hold below the wall? 21%

When the Put Wall was breached, how often did it close below: 39%

If the SPX closes below the Put Wall, what is the average close below the Wall: -1.6%

1 Day Forward Return after close below Put Wall: -1.39%

5 Day Forward Return after close below Put Wall: 0.26%


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