Signed SPY gamma exposure by expiry, next three weeks
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.
| expiry | call_gex_bn | put_gex_bn | net_gex_bn |
|---|---|---|---|
| Sep 18 | 36.8 | -17.2 | 19.6 |
| Sep 21 | 3.77 | -1.63 | 2.13 |
| Sep 22 | 0.88 | -0.45 | 0.43 |
| Sep 23 | 0.44 | -0.35 | 0.09 |
| Sep 24 | 0.31 | -0.32 | 0 |
| Sep 25 | 2.24 | -0.98 | 1.26 |
| Sep 28 | 0.24 | -0.18 | 0.06 |
| Sep 29 | 0.04 | -0.03 | 0.01 |
| Sep 30 | 0.67 | -0.58 | 0.09 |
| Oct 1 | 0.04 | -0.04 | -0.01 |
| Oct 2 | 0.56 | -0.26 | 0.31 |
- Rows × columns
- 11 × 4
- 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 |
|---|---|---|---|
expiry |
text | 11 distinct values (Oct 1, Oct 2, Sep 18…) | |
call_gex_bn |
number | 0.04 to 36.8 | |
put_gex_bn |
number | -17.2 to -0.03 | |
net_gex_bn |
number | -0.01 to 19.6 |
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
formatDateTime(expiry_date, '%b %e') AS expiry,
round(sumIf(gex, side = 'call') / 1e9, 2) AS call_gex_bn,
round(-sumIf(gex, side = 'put') / 1e9, 2) AS put_gex_bn,
round((sumIf(gex, side = 'call') - sumIf(gex, side = 'put')) / 1e9, 2) AS net_gex_bn
FROM
(
SELECT
expiration_date AS expiry_date,
if(lower(option_type) LIKE 'c%', 'call', 'put') AS side,
toFloat64(gamma) * toFloat64(volume) * 100
* pow(toFloat64(underlying_close), 2) * 0.01 AS gex
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 21
)
GROUP BY expiry_date
ORDER BY expiry_date
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