Free Trading Tools
Every tool below answers the same question for a different market: which prices are most likely to matter in today's session, and how often has that actually been true. We compute the levels ourselves from the live option chain, publish the method, then grade our own numbers in public after each close.
Illustration of the output: option-derived levels, the expected range, and the session path scored against them after the close.
The S&P 500 record so far
Longest-running of these tools. Every other symbol builds its own.Across 220 or more graded outcomes the call wall has held in about 57 percent of tested sessions and the put wall about 54 percent, while the volume point of control has run near 80 percent. Those are the S&P 500 figures specifically. Untested days are excluded from every denominator, and a newly tracked symbol shows a building state with its tested-day count until the sample means something.
What makes these different
We publish the accuracy of every level we draw.
Each level carries a hit-rate next to the number of sessions it was actually tested in, so a percentage never gets inflated by quiet days.
Grading happens after each close, and nothing is revised.
A level is scored held, broke or not tested against that session's high, low and close. Past entries are never re-scored to look better.
The levels are ours, not republished from a vendor.
They are computed in-house from the raw option chain, which is what makes the record auditable rather than a marketing claim.
A short honest record beats a long invented one.
A newly tracked symbol shows a building state with its tested-day count instead of a percentage until the sample is large enough to mean anything.
Start with the flagship
The S&P 500 map is the deepest of these tools and the one with the longest graded record behind it.
Index and ETF positioning levels
The broad-market chains, where dealer hedging flows are deepest and the levels tend to be most visible in price. Each one is a single-symbol page with its own graded record, for when you only want that chain rather than the full S&P 500 map.
Single-name positioning levels
The same computation run on individual stock chains, where positioning is more concentrated and earnings dates reshape the picture.
What the levels mean
The tools show the numbers. These guides explain the mechanics behind them, so the levels read as market structure rather than as lines on a chart.
How the levels are computed and scored
Full option chain for the symbol, every session.
Gamma from implied volatility, aggregated by strike.
Walls, flip, max pain and expected range, before the open.
Held, broke or not tested against the session high, low and close.
Each session we pull the full option chain for the symbol, compute per-contract gamma from implied volatility, and aggregate exposure per strike using the standard dealer sign convention. The call wall is the heaviest call-side strike above spot, the put wall the heaviest put-side strike below it, the gamma flip the price where cumulative net gamma crosses zero, the key gamma strike the nearest strike with the largest total positioning, and the expected range a one-session band from at-the-money implied volatility. Max pain is the strike where the most option value expires worthless.
After the close we read the session high, low and close. A level counts as tested when price came within a set tolerance, held when it closed on the expected side, and broke otherwise. Untested days are excluded from the denominator. Every method is published on the individual tool pages, and the full graded history is downloadable as CSV.
Want the same structure applied to your own trades? The free AI trading journal grades your entries against these levels, and the daily market analysis walks through how they set up each session.
For research and education only. Nothing here is investment advice or a solicitation to trade. Market-structure levels describe options positioning, not guaranteed price behavior.