SPY gamma exposure by strike, latest session, contracts inside 30 days
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-20, from Open-Source GEX Dashboard: How It Works.
| strike | call_gex_musd | put_gex_musd | net_gex_musd | snapshot_label |
|---|---|---|---|---|
| $751 | 37.3 | -187.1 | -149.8 | Sep 17, 2026 |
| $752 | 171.4 | -370.7 | -199.3 | Sep 17, 2026 |
| $753 | 104.2 | -394.8 | -290.6 | Sep 17, 2026 |
| $754 | 187.5 | -409.8 | -222.3 | Sep 17, 2026 |
| $755 | 84 | -1342.1 | -1258.1 | Sep 17, 2026 |
| $756 | 174.4 | -663.1 | -488.7 | Sep 17, 2026 |
| $757 | 343.9 | -909.8 | -565.9 | Sep 17, 2026 |
| $758 | 415.5 | -1017.3 | -601.8 | Sep 17, 2026 |
| $759 | 1047.6 | -2014.1 | -966.5 | Sep 17, 2026 |
| $760 | 5119.9 | -4440.2 | 679.7 | Sep 17, 2026 |
| $761 | 4480.2 | -2592.8 | 1887.3 | Sep 17, 2026 |
| $762 | 7565.5 | -2604.4 | 4961.1 | Sep 17, 2026 |
| $763 | 7718.9 | -1463.6 | 6255.3 | Sep 17, 2026 |
| $764 | 4169.7 | -626.3 | 3543.3 | Sep 17, 2026 |
| $765 | 5518 | -552.9 | 4965 | Sep 17, 2026 |
| $766 | 1218.4 | -167.6 | 1050.8 | Sep 17, 2026 |
| $767 | 1286.3 | -78.7 | 1207.6 | Sep 17, 2026 |
| $768 | 832.2 | -83.2 | 749.1 | Sep 17, 2026 |
| $769 | 461.6 | -60.6 | 401 | Sep 17, 2026 |
| $770 | 1614.8 | -123.3 | 1491.5 | Sep 17, 2026 |
| $771 | 314.6 | -10.8 | 303.8 | Sep 17, 2026 |
| $772 | 794.3 | -6.6 | 787.6 | Sep 17, 2026 |
| $773 | 177.5 | -3.9 | 173.7 | Sep 17, 2026 |
- Rows × columns
- 23 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
strike |
text | 23 distinct values ($751, $752, $753…) | |
call_gex_musd |
number | 37.3 to 7,718.9 | |
put_gex_musd |
number | -4,440.2 to -3.9 | |
net_gex_musd |
number | -1,258.1 to 6,255.3 | |
snapshot_label |
text | 1 distinct value (Sep 17, 2026) |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
concat('$', toString(round(k))) AS strike,
round(sumIf(gex, side = 'call') / 1e6, 1) AS call_gex_musd,
round(-sumIf(gex, side = 'put') / 1e6, 1) AS put_gex_musd,
round((sumIf(gex, side = 'call') - sumIf(gex, side = 'put')) / 1e6, 1) AS net_gex_musd,
any(snapshot_label) AS snapshot_label
FROM
(
SELECT
toFloat64(strike_price) AS k,
if(lower(option_type) LIKE 'c%', 'call', 'put') AS side,
toFloat64(gamma) * toFloat64(volume) * 100
* pow(toFloat64(underlying_close), 2) * 0.01 AS gex,
formatDateTime(date, '%b %e, %Y') AS snapshot_label
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date = (SELECT max(date) FROM global_markets.options_greeks WHERE underlying_symbol = 'SPY')
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 0 AND 30
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.015
)
GROUP BY k
ORDER BY k
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.