{"slug":"what-is-option-gamma","qid":"trace_gamma","label":"The $740 call's gamma climbs as expiry nears","post_title":"What Is Option Gamma? Delta's Accelerator","post_url":"/blog/what-is-option-gamma#q-trace_gamma","columns":["date","gamma"],"rows":[{"date":"2026-05-01","gamma":0.0105},{"date":"2026-05-04","gamma":0.0104},{"date":"2026-05-05","gamma":0.0121},{"date":"2026-05-06","gamma":0.0105},{"date":"2026-05-07","gamma":0.011},{"date":"2026-05-08","gamma":0.0113},{"date":"2026-05-11","gamma":0.0109},{"date":"2026-05-12","gamma":0.0111},{"date":"2026-05-13","gamma":0.0112},{"date":"2026-05-14","gamma":0.0102},{"date":"2026-05-15","gamma":0.0115},{"date":"2026-05-18","gamma":0.0128},{"date":"2026-05-19","gamma":0.0133},{"date":"2026-05-20","gamma":0.0116},{"date":"2026-05-21","gamma":0.0139},{"date":"2026-05-22","gamma":0.0124},{"date":"2026-05-26","gamma":0.0128},{"date":"2026-05-27","gamma":0.013},{"date":"2026-05-28","gamma":0.0123},{"date":"2026-05-29","gamma":0.0119},{"date":"2026-06-01","gamma":0.0112},{"date":"2026-06-02","gamma":0.011},{"date":"2026-06-03","gamma":0.0124},{"date":"2026-06-04","gamma":0.0125},{"date":"2026-06-05","gamma":0.0176},{"date":"2026-06-08","gamma":0.0196},{"date":"2026-06-09","gamma":0.0187},{"date":"2026-06-10","gamma":0.0137},{"date":"2026-06-11","gamma":0.0227},{"date":"2026-06-12","gamma":0.0281},{"date":"2026-06-15","gamma":0.0168}],"shape":"series","sql":"SELECT date,\n       round(avg(gamma), 4) AS gamma\nFROM global_markets.options_greeks\nWHERE ticker = 'O:SPY260618C00740000' AND date BETWEEN '2026-05-01' AND '2026-06-17' AND implied_volatility > 0.02\nGROUP BY date ORDER BY date","computed_at":"2026-07-15T06:07:49.737296+00:00","elapsed":0.001532475}