STRASMORE/EXPLORE 2,500 QUERIES

gamma_by_strike

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 2026-09-23, from what-is-the-gamma-flip.

as of ranking 16×3read in context →
gamma_by_strike — 16 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strikecall_gammaput_gamma
7050.005230.00512
7100.005750.00589
7150.006530.00678
7200.007660.00776
7250.008440.00888
7300.009460.01002
7350.01070.01137
7400.011980.01239
7450.012680.01344
7500.013770.0142
7550.013790.01446
7600.013640.01404
7650.012530.01204
7700.011180.0112
7750.009290.00957
7800.007450.00814
Rows × columns
16 × 3
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_by_strike, derived from the stored result.
ColumnTypeRangeNotes
strike text 16 distinct values (705, 710, 715…)
call_gamma number 0.0052 to 0.0138
put_gamma number 0.0051 to 0.0145

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.

SELECT
    toString(toInt32(strike_price))                                                AS strike,
    round(avgIf(toFloat64(gamma), lower(substring(option_type, 1, 1)) = 'c'), 5)   AS call_gamma,
    round(avgIf(toFloat64(gamma), lower(substring(option_type, 1, 1)) = 'p'), 5)   AS put_gamma
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'SPY'
          AND date <= '2026-06-30'
      )
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND modulo(toInt32(strike_price), 5) = 0
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.06
GROUP BY strike_price
HAVING countIf(lower(substring(option_type, 1, 1)) = 'c') > 0
   AND countIf(lower(substring(option_type, 1, 1)) = 'p') > 0
ORDER BY strike_price
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