CRSP gamma levels history

From the closing options book · October 20, 2026 · updated after every close

CRSP's closing gamma levels for 89 sessions to October 20, 2026: call wall, put wall, apex, gamma flip, net gamma and implied volatility. The full record back to the first recorded session is a free CSV download.

89
Sessions
21/60
Short gamma
last 60 sessions
51
Call wall
50
Put wall

CRSP net gamma, last 60 sessions

Jul 28Oct 20

CRSP closing levels by session

Download CSV
SessionCloseCall wallPut wallApexFlipNet gammaIV
Oct 2049.88515050—−$272K58.1%
Oct 1950.04605050—−$223K56.2%
Oct 1649.2547.55050—−$243K—
Oct 1551.52605050—−$646K—
Oct 1450.22605050—−$610K57.7%
Oct 1350.10605050—−$602K58.5%
Oct 1251.55605050—−$486K—
Oct 953.39605555—−$146K—
Oct 850.44605050—−$582K—
Oct 752.35605555—−$313K64.6%
Oct 654.00605555—−$19K60.8%
Oct 557.3460556060.5+$540K65.1%
Oct 255.4360555562.25+$238K—
Oct 155.4460556059.5+$541K—
Sep 3055.3260556060.5+$451K—
Sep 2956.0060556059.5+$553K64.2%
Sep 2854.0960556062.25+$104K69.1%
Sep 2554.2360556061.5+$304K62.1%
Sep 2455.7060556059.5+$647K—
Sep 2355.7660556059.5+$580K68.2%
Sep 2259.0360556059.5+$867K63.0%
Sep 2158.3360556059.5+$462K—
Sep 1856.5660506056.5+$504K—
Sep 1757.3365506559.5+$660K79.8%
Sep 1652.21605050—−$92K61.6%
Sep 1551.83605050—−$329K57.8%
Sep 1452.9662.55050—−$244K61.1%
Sep 1151.72605050—−$435K—
Sep 1052.26605060—−$181K56.8%
Sep 953.45605060—−$16K—
Sep 854.786557.56564.5+$75K58.1%
Sep 455.796557.557.562.25+$182K53.1%
Sep 356.496057.56059.5+$513K—
Sep 256.926057.56059.5+$508K60.3%
Sep 156.826557.56561.5+$439K62.1%
Aug 3156.986557.56562.25+$363K59.7%
Aug 2857.726557.56561.5+$480K58.4%
Aug 2759.376557.56559.5+$1.2M—
Aug 2659.2365506557.75+$1.1M63.4%
Aug 2560.9065506554.5+$1.1M64.2%
Aug 2457.0865506555.5+$687K65.1%
Aug 2159.5060506054.5+$887K—
Aug 2058.1260506054.5+$1.7M71.2%
Aug 1959.8160506056.5+$1.3M61.3%
Aug 1852.9755505554.5+$556K54.9%
Aug 1754.2860506055.5+$584K—
Aug 1453.5560506054.5+$484K—
Aug 1353.9955535554.5+$502K52.9%
Aug 1253.9955505554.5+$509K52.5%
Aug 1154.0755505554.5+$486K58.3%
Aug 1053.5155505554.5+$218K—
Aug 753.5255505554.5+$258K—
Aug 651.6455505554.5+$214K—
Aug 552.4555455552.75+$476K59.5%
Aug 453.0755505552.75+$387K53.0%
Aug 349.57555050—−$38K—
Jul 3147.99555050—−$106K65.7%
Jul 3048.44484545—+$6K—
Jul 2947.64484545—−$77K67.0%
Jul 2847.55554545—−$194K63.5%
Jul 2746.73555050—−$196K—
Jul 2446.54555050—−$198K—
Jul 2347.5355454544.5−$57K66.6%
Jul 2247.24554545—−$79K—
Jul 2148.15554545—−$51K72.6%
Jul 2046.9942474744.5−$137K70.0%
Jul 1747.7842454544.5−$109K66.4%
Jul 1648.5755454542.25−$322K137.0%
Jul 1551.3760505059.5+$12K—
Jul 1450.4660506044.5−$19K—
Jul 1350.63605060—−$50K—
Jul 1053.3560506059.5+$256K—
Jul 956.3460576056.5+$768K—
Jul 859.2060506055.5+$1.2M63.7%
Jul 760.7760506054.5+$1.2M62.4%
Jul 661.8960506054.5+$1.1M82.0%
Jul 260.0860506054.5+$860K67.7%
Jul 155.6260506055.5+$1.3M—
Jun 3054.5460506055.5+$920K—
Jun 2956.3560506054.5+$876K—
Jun 2654.9260456055.5+$630K66.8%
Jun 2553.9860506054.5+$679K71.8%
Jun 2453.5560506054.5+$596K—
Jun 2353.9960506054.5+$649K58.4%
Jun 2254.3660506054.5+$689K—
Jun 1854.0960506052.5+$275K54.3%
Jun 1753.0955505057.25+$417K69.2%
Jun 1652.0260505046.75+$191K62.6%
Jun 1552.6160505059.5+$174K74.4%

These are the October 20, 2026 closing numbers. Members see CRSP's map move live all session.

Common questions

Where can I download CRSP gamma history?

The CSV on this page has every recorded CRSP session: call wall, put wall, apex, flip, net gamma, ATM IV and max pain.

How often is CRSP in short gamma?

21 of the last 60 sessions closed with dealers net short gamma.

Compare: gamma levels history on other tickers

Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.