STRASMORE/EXPLORE 2,170 QUERIES

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.

as of series 41×5read in context →
Gross SPY call and put gamma against the net, trailing 60 calendar days — 41 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelcall_gex_bnput_gex_bnnet_gex_bn
2026-06-23Jun 2321.26-20.990.27
2026-06-24Jun 2427.76-20.767
2026-06-25Jun 2518.84-29.71-10.87
2026-06-26Jun 2615.91-23.11-7.21
2026-06-29Jun 2925.16-23.471.69
2026-06-30Jun 3039.34-28.410.94
2026-07-01Jul 128.42-31.7-3.28
2026-07-02Jul 242.21-23.5818.63
2026-07-06Jul 639-45.99-6.99
2026-07-07Jul 731.5-45.33-13.84
2026-07-08Jul 833.08-28.224.86
2026-07-09Jul 941.93-347.93
2026-07-10Jul 1041.13-29.211.93
2026-07-13Jul 1323.01-37.55-14.54
2026-07-14Jul 1447.33-22.3824.95
2026-07-15Jul 1552.13-37.6914.44
2026-07-16Jul 1631.66-44.51-12.85
2026-07-17Jul 1721.57-28.03-6.46
2026-07-20Jul 2027.1-34.47-7.37
2026-07-21Jul 2129.99-31.68-1.68
2026-07-22Jul 2221.03-45.41-24.37
2026-07-23Jul 2327.19-31.65-4.46
2026-07-24Jul 2425.58-29.06-3.48
2026-07-27Jul 2729.37-29.330.04
2026-07-28Jul 2825.3-15.349.96
2026-07-29Jul 2920.42-22.75-2.33
2026-07-30Jul 3031.09-22.768.33
2026-07-31Jul 3124.54-35.11-10.58
2026-08-03Aug 357.24-38.4918.75
2026-08-04Aug 458.91-31.0727.84
2026-08-05Aug 527.67-33.1-5.43
2026-08-06Aug 629.2-34.53-5.32
2026-08-07Aug 743.54-25.2918.25
2026-08-10Aug 1035.42-43.73-8.31
2026-08-11Aug 1127.06-27.58-0.52
2026-08-12Aug 1231.05-31.030.01
2026-08-13Aug 1360.48-36.2124.27
2026-08-14Aug 1434.51-30.344.16
2026-08-17Aug 1736.16-43-6.84
2026-08-18Aug 1823.38-40.49-17.11
2026-08-19Aug 1940.3-29.7310.58
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Gross SPY call and put gamma against the net, trailing 60 calendar days, derived from the stored result.
ColumnTypeRangeNotes
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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