STRASMORE/EXPLORE 2,500 QUERIES

net_gamma_ladder

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 18×3read in context →
net_gamma_ladder — 18 rows by 3 columns, computed from US exchange, SIP and OPRA data.
strikestrike_gamma_musdrunning_gamma_musd
70542.442.4
710130.8173.2
71541214.2
72099.8314
725200.1514.1
730253.4767.5
735442.21209.7
7401162.12371.8
7451536.83908.6
750-4878.8-970.2
755-881.6-1851.8
760-395.7-2247.5
765-115.3-2362.8
770-43.8-2406.6
775-26.8-2433.4
780-14-2447.4
785-5.6-2453
790-2.5-2455.5
Rows × columns
18 × 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 net_gamma_ladder, derived from the stored result.
ColumnTypeRangeNotes
strike text 18 distinct values (705, 710, 715…)
strike_gamma_musd number -4,878.8 to 1,536.8 US dollars
running_gamma_musd number -2,455.5 to 3,908.6

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
    strike,
    strike_gamma_musd,
    round(sum(strike_gamma_musd) OVER (ORDER BY strike_num), 1) AS running_gamma_musd
FROM
(
    SELECT
        toInt32(strike_price)           AS strike_num,
        toString(toInt32(strike_price)) AS strike,
        round(sum(multiIf(lower(substring(option_type, 1, 1)) = 'c', -1.0, 1.0)
                  * toFloat64(gamma) * volume * 100
                  * pow(toFloat64(underlying_close), 2) * 0.01) / 1e6, 1) AS strike_gamma_musd
    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 <= 45
      AND modulo(toInt32(strike_price), 5) = 0
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.06
    GROUP BY strike_price
)
ORDER BY strike_num
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