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CASY gamma levels

From the closing options book · September 4, 2026

756.09
Close
730
Apex
900
Call wall
730
Put wall
Gamma flip
CASY gamma levelsWALL BANDCall wall900Close756.09Put wall730
CASY closing levels — September 4, 2026. Drawn to scale.

CASY's closing options book on September 4, 2026 carried −$676K of net dealer gamma spread across 5 expirations and 52 contracts. The sign is negative, so hedging runs with the move rather than against it.

The heaviest call-side strike sits at 900 and the heaviest put-side strike at 730, a band 22% wide. CASY has averaged 3.3% between its high and its low over the last 89 sessions, which makes the full width of that band about 6.8 average sessions of travel. It closed in the lower third of that band.

CASY closed at 756.09 — 19% below the call wall and 3.5% above the put wall. The put side is the nearer of the two at 3.5% away, which is the only reason it is worth watching more closely than the other. Most levels drawn on a chart are never reached at all, and the distance is what separates them.

CASY's apex — the strike carrying the most gamma in absolute terms — is 730, the same strike as its put wall. When those stack on one level the book is concentrated rather than spread, and that single strike is doing most of the work.

Across the last 10 recorded sessions its call wall has printed two different strikes, and its put wall has printed 4 different strikes. Walls that stay put and walls that migrate every session are different objects, and the difference shows up here before it shows up in price.

How CASY has behaved around these levels

Over the last 89 recorded sessions, CASY closed between the previous session's put wall and call wall 59 times. Its average daily range over that stretch was 3.3% of price. These are descriptions of what already happened — they are not a forecast, and no level holds every time.

CASY levels, last 10 sessions

SessionCloseApexCall wallPut wall
Sep 4756.09730900730
Sep 3758.42730900730
Sep 2753.59730900730
Sep 1766.91730900730
Aug 31752.21730900730
Aug 28755.47730900730
Aug 27763.38900900740
Aug 26807.12950950820
Aug 25824.92950950800
Aug 24854.21950950800

Common questions

What is CASY's call wall right now?

CASY's heaviest call-side gamma strike is 900, measured from the closing options book on September 4, 2026. That is 19% above where it closed, against an average daily range of 3.3%.

Where is CASY's put wall?

The heaviest put-side strike is 730, 3.5% below the September 4, 2026 close. Together with the 900 call wall it brackets a band 22% wide.

What is CASY's gamma flip level?

CASY does not have a well-defined gamma flip in the current book.

How often does CASY close between its gamma walls?

Over the last 89 recorded sessions, CASY closed between the previous session's put wall and call wall 59 times, and 8 of the last 9. Those are counts of what already happened for this symbol — not a forecast, and not a claim about any level holding.

Are these CASY levels live?

No. This page is built from the closing options book and rebuilt each night, so it describes September 4, 2026. Walls build and dissolve through a session — the live intraday board is inside FlowMonkey, and a free 15-minute delayed SPY board is public at flowmonkey.net/spy-gamma-heatmap.

See it live

These are closing levels. The board moves all day.

Walls build and dissolve through the session. FlowMonkey shows the live board on 400+ symbols, with every level priced by whether price can actually reach it today. Start with the free SPY board — no account needed.

Levels are measured from the closing options book and rebuilt nightly. Gamma is an estimate of dealer hedging pressure, not a forecast of direction. Not investment advice.