EFA gamma levels history

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

EFA's closing gamma levels for 260 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.

260

Sessions

26/60

Short gamma

last 60 sessions

112

Call wall

103

Put wall

EFA net gamma, last 60 sessions

Jul 28Oct 20

EFA closing levels by session

Download CSV

Session	Close	Call wall	Put wall	Apex	Flip	Net gamma	IV
Oct 20	103.69	112	103	103	—	−$43.2M	29.4%
Oct 19	102.87	112	103	103	—	−$125M	15.4%
Oct 16	103.55	112	103	103	—	−$90.5M	14.8%
Oct 15	103.67	103.5	104	104	—	−$258M	14.8%
Oct 14	102.75	108	103	103	—	−$166M	15.7%
Oct 13	103.47	108	102	102	—	−$185M	15.3%
Oct 12	103.05	106	102	102	—	−$196M	20.5%
Oct 9	103.40	110	102	102	—	−$132M	27.1%
Oct 8	102.70	108	103	103	—	−$219M	16.4%
Oct 7	103.10	110	104	104	—	−$150M	35.7%
Oct 6	104.22	108	103	103	—	−$120M	34.1%
Oct 5	104.03	110	103	103	—	−$121M	19.8%
Oct 2	103.96	110	103	103	—	−$115M	19.1%
Oct 1	102.82	108	103	103	—	−$144M	17.6%
Sep 30	103.89	108	103	103	—	−$80.5M	24.4%
Sep 29	104.54	110	103	103	—	−$78.1M	22.9%
Sep 28	105.04	110	103	103	—	−$78.6M	14.9%
Sep 25	105.56	110	103	103	—	−$37.0M	19.8%
Sep 24	104.50	112	104	104	—	−$91.2M	17.2%
Sep 23	104.80	110	104	104	—	−$66.6M	15.8%
Sep 22	106.50	112	104	104	—	−$16.7M	22.7%
Sep 21	106.13	112	104	104	—	−$49.5M	13.6%
Sep 18	104.97	112	104	104	—	−$52.9M	32.2%
Sep 17	106.04	107	105	105	—	−$10.1M	14.2%
Sep 16	105.02	110	105	105	—	−$14.9M	29.1%
Sep 15	105.40	109	105	105	—	−$17.5M	18.7%
Sep 14	105.85	110	105	110	120	+$188K	22.4%
Sep 11	106.70	110	102	110	111	+$29.7M	29.0%
Sep 10	105.66	109	105	109	112	+$13.8M	23.0%
Sep 9	106.56	110	105	110	111	+$26.9M	14.7%
Sep 8	107.76	110	102	110	110	+$102M	24.6%
Sep 4	108.35	110	102	110	109	+$148M	12.9%
Sep 3	108.21	110	102	110	109	+$115M	20.1%
Sep 2	107.06	110	102	110	110	+$81.4M	14.6%
Sep 1	106.49	110	102	110	110	+$41.5M	18.4%
Aug 31	107.45	110	102	110	87	+$45.4M	29.2%
Aug 28	107.72	110	102	110	110	+$73.3M	29.1%
Aug 27	108.02	110	99	110	109	+$129M	16.2%
Aug 26	108.27	110	99	110	110	+$79.6M	23.8%
Aug 25	108.81	109	99	109	109	+$187M	11.6%
Aug 24	108.03	110	99	110	110	+$76.5M	25.8%
Aug 21	108.24	110	99	110	110	+$87.9M	22.9%
Aug 20	107.35	109	99	109	109	+$52.5M	26.8%
Aug 19	107.66	109	99	109	108	+$53.2M	26.2%
Aug 18	107.27	109	99	109	106	+$74.8M	24.3%
Aug 17	108.45	109	99	109	88	+$103M	30.6%
Aug 14	108.64	109	99	109	108	+$85.7M	12.4%
Aug 13	108.69	109	99	109	108	+$92.4M	17.1%
Aug 12	108.50	109	99	109	88	+$69.2M	19.6%
Aug 11	108.09	109	99	109	88	+$70.6M	26.5%
Aug 10	108.01	109	99	109	88	+$68.2M	23.4%
Aug 7	108.55	109	99	109	108	+$65.5M	21.4%
Aug 6	107.36	109	99	109	107	+$67.4M	14.1%
Aug 5	107.43	109	99	109	107	+$70.4M	14.4%
Aug 4	107.32	109	99	109	108	+$40.6M	20.6%
Aug 3	106.02	109	99	109	109	+$32.9M	15.0%
Jul 31	105.58	109	99	109	109	+$18.4M	15.3%
Jul 30	106.24	107	101	107	106	+$82.1M	15.8%
Jul 29	103.37	106	96	106	84	+$6.3M	26.9%
Jul 28	103.89	106	101	106	107	+$30.0M	17.4%
Jul 27	103.91	105	102	102	109	+$5.6M	25.1%
Jul 24	103.41	105	96	105	84	+$11.9M	21.3%
Jul 23	102.90	105	96	105	84	+$17.1M	19.4%
Jul 22	104.25	105	101	105	106	+$37.7M	21.2%
Jul 21	104.06	105	101	105	108	+$19.3M	25.9%
Jul 20	102.57	105	101	105	84	+$1.9M	23.3%
Jul 17	103.33	109	96	109	109	+$12.7M	29.1%
Jul 16	103.81	105	102	105	111	+$1.4M	23.1%
Jul 15	104.65	105	102	105	107	+$36.4M	23.8%
Jul 14	103.96	105	98	105	109	+$14.7M	25.7%
Jul 13	103.24	105	102	105	—	−$2.0M	25.7%
Jul 10	104.33	105	102	105	111	+$3.6M	15.2%
Jul 9	103.92	105	102	105	110	+$6.9M	16.7%
Jul 8	103.36	105	102	105	—	−$28.6M	17.5%
Jul 7	104.16	105	102	105	109	+$15.7M	15.7%
Jul 6	105.46	107	102	107	108	+$29.7M	24.2%
Jul 2	104.37	105	102	102	—	−$7.1M	24.3%
Jul 1	103.02	105	98	105	—	−$436K	28.2%
Jun 30	103.88	105	102	105	107	+$23.4M	17.6%
Jun 29	103.45	105	102	105	113	+$1.6M	21.1%
Jun 26	102.54	105	102	105	—	−$18.6M	27.2%
Jun 25	103.15	105	103	103	—	−$1.3M	30.8%
Jun 24	102.26	100	103	100	107	+$1.5M	37.0%
Jun 23	102.46	105	103	103	—	−$3.8M	22.6%
Jun 22	104.58	104.5	103	104.5	104.5	+$12.7M	27.7%
Jun 18	104.41	105	103	105	105	+$8.2M	16.0%
Jun 17	103.78	106	103	106	—	−$15.0M	27.7%
Jun 16	104.31	106	100	106	106	+$58.5M	27.5%
Jun 15	104.08	106	100	106	109	+$16.1M	25.7%
Jun 12	105.02	106	100	106	105	+$171M	19.6%
Jun 11	104.73	106	100	106	106	+$111M	29.5%
Jun 10	101.57	106	102	102	110	+$5.9M	27.0%
Jun 9	102.90	106	102	106	109	+$16.9M	29.4%
Jun 8	102.88	106	102	106	108	+$31.0M	26.1%
Jun 5	102.26	106	100	100	114	+$1.1M	21.6%
Jun 4	104.95	106	100	106	106	+$82.9M	25.2%
Jun 3	104.12	106	100	106	106	+$95.6M	21.3%
Jun 2	105.02	106	100	106	106	+$113M	17.6%
Jun 1	104.44	106	100	106	106	+$86.1M	22.9%
May 29	104.80	106	100	106	107	+$61.6M	18.2%
May 28	104.69	106	100	106	106	+$89.1M	16.9%
May 27	104.77	106	100	106	106	+$80.8M	25.6%
May 26	105.13	106	102	106	108	+$34.7M	29.6%
May 22	103.98	106	100	106	106	+$50.2M	22.2%
May 21	104.19	105	100	105	108	+$24.4M	25.2%
May 20	103.62	106	100	106	110	+$9.7M	23.3%
May 19	101.92	106	100	100	—	−$44.4M	21.5%
May 18	102.66	106	100	100	—	−$22.0M	21.6%
May 15	101.72	106	100	106	—	−$10.9M	18.3%
May 14	103.46	105	102	105	106	+$32.5M	21.7%
May 13	103.83	105	100	105	105	+$85.0M	19.8%
May 12	103.14	105	100	105	106	+$21.5M	20.8%
May 11	103.74	105	100	105	105	+$49.1M	22.0%
May 8	103.96	104	100	104	104	+$94.5M	21.8%
May 7	102.89	105	100	105	107	+$16.7M	28.9%
May 6	104.81	105	100	105	105	+$69.8M	17.3%
May 5	102.04	105	100	100	110	+$7.1M	20.1%
May 4	100.70	105	100	100	—	−$13.1M	31.1%
May 1	102.10	105	100	105	108	+$10.5M	17.0%
Apr 30	102.32	105	98	105	105	+$28.0M	18.3%

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

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Common questions

Where can I download EFA gamma history?

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

How often is EFA in short gamma?

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

Compare: gamma levels history on other tickers

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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.