gamma_wall
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 2026-11-07, from what-is-a-gamma-squeeze.
| strike | as_of | call_gamma_shares | call_volume |
|---|---|---|---|
| 175 | 2026年11月6日 | 3725 | 2472 |
| 180 | 2026年11月6日 | 3854 | 1648 |
| 182.5 | 2026年11月6日 | 6686 | 2044 |
| 185 | 2026年11月6日 | 46473 | 11834 |
| 187.5 | 2026年11月6日 | 81211 | 17585 |
| 190 | 2026年11月6日 | 201979 | 46991 |
| 192.5 | 2026年11月6日 | 84198 | 20919 |
| 195 | 2026年11月6日 | 176071 | 57496 |
| 197.5 | 2026年11月6日 | 73237 | 29251 |
| 200 | 2026年11月6日 | 157431 | 77972 |
| 202.5 | 2026年11月6日 | 53284 | 32473 |
- 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 |
|---|---|---|---|
strike |
number | 175 to 202.5 | US dollars |
as_of |
text | 1 distinct value (2026年11月6日) | |
call_gamma_shares |
number | 3,725 to 201,979 | count |
call_volume |
number | 1,648 to 77,972 | count |
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.
WITH (
SELECT max(date)
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
AND date >= today() - 30
) AS latest_day
SELECT
round(toFloat64(strike_price), 2) AS strike,
concat(toString(toYear(latest_day)), '年',
toString(toMonth(latest_day)), '月',
toString(toDayOfMonth(latest_day)), '日') AS as_of,
round(sum(toFloat64(gamma) * toFloat64(volume)) * 100, 0) AS call_gamma_shares,
round(sum(toFloat64(volume)), 0) AS call_volume
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
AND option_type IN ('call', 'C')
AND date = latest_day
AND iv_converged = 1
AND volume > 0
AND days_to_expiry BETWEEN 1 AND 10
AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.08
GROUP BY strike
HAVING sum(volume) > 1000
ORDER BY strike
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