ESI gamma levels history

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

ESI'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.

Sessions

25/60

Short gamma

last 60 sessions

Call wall

Put wall

ESI net gamma, last 60 sessions

Jul 28Oct 20

ESI closing levels by session

Download CSV

Session	Close	Call wall	Put wall	Apex	Flip	Net gamma	IV
Oct 20	35.67	35	30	35	35.5	+$1.3M	—
Oct 19	35.75	35	30	35	35.5	+$1.4M	—
Oct 16	35.05	35	30	35	35.5	+$1.3M	48.1%
Oct 15	35.53	35	33	33	—	−$147K	—
Oct 14	35.86	35	33	33	—	−$343K	131.0%
Oct 13	37.20	38	33	33	—	−$241K	—
Oct 12	36.45	35	33	33	—	−$175K	—
Oct 9	36.32	35	33	33	—	−$89K	—
Oct 8	36.71	35	33	33	—	−$145K	—
Oct 7	37.17	35	33	33	—	−$123K	43.2%
Oct 6	37.74	35	33	33	—	−$17K	—
Oct 5	37.54	35	33	33	—	−$60K	—
Oct 2	37.93	38	33	33	—	−$188K	38.9%
Oct 1	36.33	35	33	33	—	−$129K	—
Sep 30	36.28	35	33	33	—	−$144K	—
Sep 29	35.97	35	33	33	—	−$267K	42.7%
Sep 28	35.12	35	33	33	—	−$350K	58.0%
Sep 25	35.71	35	33	33	—	−$293K	—
Sep 24	34.50	35	33	33	—	−$392K	—
Sep 23	35.47	35	33	33	—	−$376K	—
Sep 22	35.19	34	33	33	—	−$556K	—
Sep 21	33.42	34	33	33	—	−$694K	—
Sep 18	32.73	34	33	33	—	−$736K	—
Sep 17	33.16	36	33	33	—	−$349K	80.1%
Sep 16	32.10	36	33	33	—	−$375K	158.9%
Sep 15	31.79	36	33	33	—	−$399K	—
Sep 14	32.13	36	33	33	—	−$314K	53.8%
Sep 11	34.34	36	33	36	35.5	+$384K	—
Sep 10	34.17	36	34	36	35.5	+$567K	61.9%
Sep 9	35.78	36	34	36	35.5	+$878K	—
Sep 8	36.21	36	34	36	35.5	+$936K	—
Sep 4	36.01	36	34	36	34.5	+$957K	44.0%
Sep 3	34.98	37	34	37	34.5	+$569K	43.2%
Sep 2	34.43	37	34	37	34.5	+$332K	—
Sep 1	34.36	37	30	37	—	+$383K	—
Aug 31	35.54	37	34	37	34.5	+$334K	—
Aug 28	34.93	34	30	34	—	+$259K	60.3%
Aug 27	36.52	35	37	35	—	+$288K	—
Aug 26	36.02	40	32	40	—	+$271K	50.4%
Aug 25	35.50	34	37	34	—	+$270K	—
Aug 24	34.98	40	37	40	—	+$207K	60.2%
Aug 21	35.31	40	37	40	39	+$74K	—
Aug 20	35.54	35	33	35	34.5	+$564K	—
Aug 19	36.18	36	38	38	35.5	+$403K	109.5%
Aug 18	37.29	41	38	38	37.5	−$230K	—
Aug 17	39.22	41	38	41	40.5	+$553K	—
Aug 14	38.81	41	38	41	35.5	+$949K	90.9%
Aug 13	39.01	41	35	41	35.5	+$1.0M	84.7%
Aug 12	38.46	41	38	38	44.5	+$79K	—
Aug 11	37.65	41	38	41	37.5	+$472K	—
Aug 10	37.27	41	35	41	37.5	+$372K	—
Aug 7	37.88	41	38	41	35.5	+$632K	66.7%
Aug 6	38.43	41	38	41	35.5	+$801K	—
Aug 5	38.34	36	35	36	35.5	+$655K	—
Aug 4	38.89	41	35	41	40.5	+$551K	55.6%
Aug 3	37.69	36	35	36	35.5	+$719K	—
Jul 31	36.73	41	35	35	36.5	+$281K	—
Jul 30	35.62	36	38	36	—	+$329K	—
Jul 29	34.79	36	38	36	34.5	+$128K	—
Jul 28	36.50	41	35	41	42.5	+$70K	—
Jul 27	37.84	41	38	41	37.5	+$451K	55.6%
Jul 24	37.44	41	38	38	37.5	+$186K	—
Jul 23	38.30	45	38	45	37.5	+$458K	—
Jul 22	38.37	41	38	41	—	+$590K	—
Jul 21	38.23	41	38	41	—	+$635K	—
Jul 20	36.46	41	35	41	—	+$373K	—
Jul 17	37.40	41	32	41	—	+$437K	—
Jul 16	37.63	40	37	40	—	+$294K	—
Jul 15	39.07	40	37	40	39.5	+$324K	129.3%
Jul 14	40.65	40	45	40	—	+$270K	—
Jul 13	39.60	40	37	40	39.5	+$181K	—
Jul 10	39.82	41	45	45	—	−$82K	67.9%
Jul 9	40.57	40	45	45	41.5	−$108K	—
Jul 8	39.34	47	42	42	—	−$277K	—
Jul 7	38.57	45	40	40	—	−$54K	—
Jul 6	42.32	50	45	45	—	−$348K	—
Jul 2	43.64	50	45	45	—	−$282K	—
Jul 1	45.74	50	45	45	—	−$234K	—
Jun 30	47.75	55	45	45	—	+$301	—
Jun 29	46.30	55	45	45	—	−$60K	—
Jun 26	45.66	50	45	45	—	−$166K	—
Jun 25	47.72	55	45	45	—	+$4K	—
Jun 24	46.12	55	42	55	52.5	+$79K	55.4%
Jun 23	45.86	55	42	42	—	−$11K	62.4%
Jun 22	49.09	48	42	42	—	−$45K	41.1%
Jun 18	45.97	48	42	42	—	−$134K	46.7%
Jun 17	45.25	45	42	45	—	−$689K	—
Jun 16	44.56	45	42	42	—	−$1.2M	—
Jun 15	45.08	45	42	45	—	−$696K	65.9%

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

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Common questions

Where can I download ESI gamma history?

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

How often is ESI in short gamma?

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

Compare: gamma levels history on other tickers

EQNR EQPT EQT ERAS ET ETHA ETHE ETHU SPY QQQ All 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.