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.
| strike | strike_gamma_musd | running_gamma_musd |
|---|---|---|
| 705 | 42.4 | 42.4 |
| 710 | 130.8 | 173.2 |
| 715 | 41 | 214.2 |
| 720 | 99.8 | 314 |
| 725 | 200.1 | 514.1 |
| 730 | 253.4 | 767.5 |
| 735 | 442.2 | 1209.7 |
| 740 | 1162.1 | 2371.8 |
| 745 | 1536.8 | 3908.6 |
| 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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