Abnormal same-day volume at an OTM strike, confirmed the next day by a large open-interest increase — a real position, not day-trade churn. Put-side walls below spot flag downside ("dip") risk; call-side walls above spot flag upside ("raise") risk. See engine/otm_wall.py for detection logic and web/data/otm_wall_criteria.json for tunable thresholds.

Dir Ticker Structure Severity Brain Confidence Strike Type Exp DTE@Build Build Date Spot@Build Dist%@Build OI Before OI After Vol(build) Vol/OI Status Current Spot Age (d)