Big resting orders cluster at round numbers like $100,000, and those walls act as speed bumps: price often stalls or reverses when it hits one. Polymarket strike markets sitting just beyond a wall are frequently priced as if the level does not exist. You monitor aggregate order-book depth on the major spot venues, identify the walls nearest a market's strike, and fade the markets that ignore them. The signal decays fast, because walls get pulled the moment they are tested.
Markets on Polymarket where depth-wall fade around round-number strikes is the natural play:
