STRASMORE/EXPLORE 2,549 QUERIES

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 2026-09-24, from what-is-a-gamma-squeeze.

as of ranking 13×4read in context →
gamma_wall — 13 rows by 4 columns, computed from US exchange, SIP and OPRA data.
strikeas_ofcall_gamma_sharescall_volume
2152026年9月22日28741820
217.52026年9月22日33561649
2202026年9月22日208088023
222.52026年9月22日188255291
2252026年9月22日13832826749
227.52026年9月22日72573796386
2302026年9月22日3258036412880
232.52026年9月22日1120927187831
2352026年9月22日603179180853
237.52026年9月22日7786942471
2402026年9月22日8864957745
242.52026年9月22日1359810292
2452026年9月22日1272214406
Rows × columns
13 × 4
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 gamma_wall, derived from the stored result.
ColumnTypeRangeNotes
strike number 215 to 245 US dollars
as_of text 1 distinct value (2026年9月22日)
call_gamma_shares number 2,874 to 3,258,036 count
call_volume number 1,649 to 412,880 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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