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Dealer Flow
Call and Put Walls on 0DTE vs Monthly Expiration
The walls aren't one thing — a monthly wall and a same-day wall behave on completely different timescales, and knowing which you're looking at changes how you trade it.
NoVo Options Trading · 2026
The call and put walls come from where gamma concentrates, but gamma lives across expirations. A monthly-expiration wall and a 0DTE wall are both “the wall” — on very different clocks.
Monthly walls: slow anchors
Big monthly (and quarterly) expirations build large open interest that accumulates over weeks. Those strikes act as slow, sticky anchors — levels the market gravitates around for days, especially into and through expiration week. They move slowly because the OI behind them changes slowly. Use them as bigger-picture magnets and range boundaries.
0DTE walls: fast and fluid
Because SPY expires daily, a same-day book builds and shifts within the session. 0DTE walls can form in the first hour, migrate intraday, and dissolve at the close. Near expiration their gamma is enormous (why gamma matters more for 0DTE), so they dominate the intraday pinning — especially in the final hours.
Monthly walls tell you the neighborhood for the week. 0DTE walls tell you the pin for the afternoon. Trade the timeframe you're in.
How to use both
Read them as layers. A 0DTE wall stacked on a monthly wall at the same price is an especially strong level — short-term and structural agreeing. A 0DTE wall alone is a powerful intraday pin but can vanish tomorrow. For a same-day scalp, the 0DTE walls are what pin your afternoon; the monthly walls frame the week around them. NoVo's map surfaces the near-term walls that actually drive today's tape.
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NoVo is a software tool for market analysis and for executing trades you initiate, not financial advice. This article is general education, not investment advice. Options trading involves substantial risk of loss, up to and including your entire capital. NoVo makes no guarantee of profit, win rate, or performance, and past results do not predict future outcomes. You are responsible for your own broker account, configuration, and trading decisions.