Gross SPY call and put gamma against the net, trailing 60 calendar 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 2026-08-22, from Open-Source GEX Dashboard: How It Works.
| session_date | session_label | call_gex_bn | put_gex_bn | net_gex_bn |
|---|---|---|---|---|
| 2026-06-23 | Jun 23 | 21.26 | -20.99 | 0.27 |
| 2026-06-24 | Jun 24 | 27.76 | -20.76 | 7 |
| 2026-06-25 | Jun 25 | 18.84 | -29.71 | -10.87 |
| 2026-06-26 | Jun 26 | 15.91 | -23.11 | -7.21 |
| 2026-06-29 | Jun 29 | 25.16 | -23.47 | 1.69 |
| 2026-06-30 | Jun 30 | 39.34 | -28.4 | 10.94 |
| 2026-07-01 | Jul 1 | 28.42 | -31.7 | -3.28 |
| 2026-07-02 | Jul 2 | 42.21 | -23.58 | 18.63 |
| 2026-07-06 | Jul 6 | 39 | -45.99 | -6.99 |
| 2026-07-07 | Jul 7 | 31.5 | -45.33 | -13.84 |
| 2026-07-08 | Jul 8 | 33.08 | -28.22 | 4.86 |
| 2026-07-09 | Jul 9 | 41.93 | -34 | 7.93 |
| 2026-07-10 | Jul 10 | 41.13 | -29.2 | 11.93 |
| 2026-07-13 | Jul 13 | 23.01 | -37.55 | -14.54 |
| 2026-07-14 | Jul 14 | 47.33 | -22.38 | 24.95 |
| 2026-07-15 | Jul 15 | 52.13 | -37.69 | 14.44 |
| 2026-07-16 | Jul 16 | 31.66 | -44.51 | -12.85 |
| 2026-07-17 | Jul 17 | 21.57 | -28.03 | -6.46 |
| 2026-07-20 | Jul 20 | 27.1 | -34.47 | -7.37 |
| 2026-07-21 | Jul 21 | 29.99 | -31.68 | -1.68 |
| 2026-07-22 | Jul 22 | 21.03 | -45.41 | -24.37 |
| 2026-07-23 | Jul 23 | 27.19 | -31.65 | -4.46 |
| 2026-07-24 | Jul 24 | 25.58 | -29.06 | -3.48 |
| 2026-07-27 | Jul 27 | 29.37 | -29.33 | 0.04 |
| 2026-07-28 | Jul 28 | 25.3 | -15.34 | 9.96 |
| 2026-07-29 | Jul 29 | 20.42 | -22.75 | -2.33 |
| 2026-07-30 | Jul 30 | 31.09 | -22.76 | 8.33 |
| 2026-07-31 | Jul 31 | 24.54 | -35.11 | -10.58 |
| 2026-08-03 | Aug 3 | 57.24 | -38.49 | 18.75 |
| 2026-08-04 | Aug 4 | 58.91 | -31.07 | 27.84 |
| 2026-08-05 | Aug 5 | 27.67 | -33.1 | -5.43 |
| 2026-08-06 | Aug 6 | 29.2 | -34.53 | -5.32 |
| 2026-08-07 | Aug 7 | 43.54 | -25.29 | 18.25 |
| 2026-08-10 | Aug 10 | 35.42 | -43.73 | -8.31 |
| 2026-08-11 | Aug 11 | 27.06 | -27.58 | -0.52 |
| 2026-08-12 | Aug 12 | 31.05 | -31.03 | 0.01 |
| 2026-08-13 | Aug 13 | 60.48 | -36.21 | 24.27 |
| 2026-08-14 | Aug 14 | 34.51 | -30.34 | 4.16 |
| 2026-08-17 | Aug 17 | 36.16 | -43 | -6.84 |
| 2026-08-18 | Aug 18 | 23.38 | -40.49 | -17.11 |
| 2026-08-19 | Aug 19 | 40.3 | -29.73 | 10.58 |
- Rows × columns
- 41 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-06-23 to 2026-08-19 | |
session_label |
text | 41 distinct values (Aug 10, Aug 11, Aug 12…) | |
call_gex_bn |
number | 15.91 to 60.48 | |
put_gex_bn |
number | -45.99 to -15.34 | |
net_gex_bn |
number | -24.37 to 27.84 |
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.
the exact SQL behind every number
SELECT
toString(d) AS session_date,
formatDateTime(d, '%b %e') AS session_label,
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
date AS d,
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 >= today() - 60
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 0 AND 45
)
GROUP BY d
ORDER BY d
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