What Is Option Gamma? Delta's Accelerator
The $740 call's gamma climbs as expiry nearsseries ·
2026-07-15 · 31×2
SPY call gamma peaks at the money (~30 days out, 2026-07-13)ranking ·
2026-07-15 · 5×2
At-the-money SPY gamma by time to expiry (2026-07-13)ranking ·
2026-07-15 · 4×2
The $740 call's gamma climbs as expiry nears
The $740 call's gamma climbs as expiry nears
| date | gamma |
|---|---|
| 2026-05-01 | 0.0105 |
| 2026-05-04 | 0.0104 |
| 2026-05-05 | 0.0121 |
| 2026-05-06 | 0.0105 |
| 2026-05-07 | 0.011 |
| 2026-05-08 | 0.0113 |
| 2026-05-11 | 0.0109 |
| 2026-05-12 | 0.0111 |
| 2026-05-13 | 0.0112 |
| 2026-05-14 | 0.0102 |
| 2026-05-15 | 0.0115 |
| 2026-05-18 | 0.0128 |
| 2026-05-19 | 0.0133 |
| 2026-05-20 | 0.0116 |
| 2026-05-21 | 0.0139 |
| 2026-05-22 | 0.0124 |
| 2026-05-26 | 0.0128 |
| 2026-05-27 | 0.013 |
| 2026-05-28 | 0.0123 |
| 2026-05-29 | 0.0119 |
| 2026-06-01 | 0.0112 |
| 2026-06-02 | 0.011 |
| 2026-06-03 | 0.0124 |
| 2026-06-04 | 0.0125 |
| 2026-06-05 | 0.0176 |
| 2026-06-08 | 0.0196 |
| 2026-06-09 | 0.0187 |
| 2026-06-10 | 0.0137 |
| 2026-06-11 | 0.0227 |
| 2026-06-12 | 0.0281 |
| 2026-06-15 | 0.0168 |
the exact SQL behind every number
SELECT date,
round(avg(gamma), 4) AS gamma
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618C00740000' AND date BETWEEN '2026-05-01' AND '2026-06-17' AND implied_volatility > 0.02
GROUP BY date ORDER BY date
More from this analysisWhat Is Option Gamma? Delta's Accelerator
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