IEI gamma levels history

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

IEI'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
5/60
Short gamma
last 60 sessions
114
Call wall
113
Put wall

IEI net gamma, last 60 sessions

Jul 28Oct 20

IEI closing levels by session

Download CSV
SessionCloseCall wallPut wallApexFlipNet gammaIV
Oct 20114.02114113114113.5+$1.1M7.8%
Oct 19114.00114113114113.5+$1.0M6.6%
Oct 16114.24115113115113.5+$539K6.7%
Oct 15114.09115113115—+$209M7.2%
Oct 14113.62115113115—+$141M17.4%
Oct 13113.57115113115—+$136M14.6%
Oct 12113.48115113115—+$129M5.9%
Oct 9113.49115113115—+$125M4.9%
Oct 8113.57115113115—+$137M5.4%
Oct 7113.38115113115—+$120M15.2%
Oct 6113.33115113115—+$116M10.2%
Oct 5113.17115118115—+$104M5.7%
Oct 2113.17115118115—+$51.7M5.8%
Oct 1113.40115116115—+$47.2M5.7%
Sep 30113.44115116115—+$50.6M7.7%
Sep 29113.49115116115—+$55.8M8.5%
Sep 28113.44115116115—+$50.1M6.9%
Sep 25113.81115116115—+$68.6M6.9%
Sep 24113.45115116115—+$51.5M7.9%
Sep 23113.70115116115—+$51.6M8.9%
Sep 22114.48115116115—+$123M5.6%
Sep 21114.46115116115—+$52.0M6.5%
Sep 18114.24115116115—+$88.7M5.5%
Sep 17114.61119116116115.5−$9.5M13.9%
Sep 16114.22119116116115.5−$13.4M5.4%
Sep 15114.37119116116—−$14.1M6.2%
Sep 14114.45119116116115.5−$15.1M5.9%
Sep 11114.55119116116115.5−$14.8M5.2%
Sep 10114.75117115117116.5+$240K5.6%
Sep 9115.37117115117116.5+$269K4.8%
Sep 8115.57117115117116.5+$239K5.0%
Sep 4115.66117115117115.5+$451K4.2%
Sep 3115.71117115117116.5+$406K4.1%
Sep 2115.63117115117115.5+$461K14.8%
Sep 1115.53117115117116.5+$301K4.3%
Aug 31116.17117116117116.5+$513K5.5%
Aug 28116.19117116117116.5+$528K5.1%
Aug 27116.60117116117116.5+$892K6.4%
Aug 26116.70117116117116.5+$289K6.1%
Aug 25116.86117116117116.5+$653K5.6%
Aug 24116.50117115117116.5+$111K6.4%
Aug 21116.41117116117116.5+$366K4.9%
Aug 20116.55117116117116.5+$408K7.7%
Aug 19116.75117116117116.5+$325K6.6%
Aug 18116.58117116117116.5+$355K6.4%
Aug 17116.52117116117116.5+$398K5.6%
Aug 14116.59117116117116.5+$532K5.4%
Aug 13116.77117116117116.5+$650K2.9%
Aug 12116.46117116117116.5+$155K4.1%
Aug 11116.35117116117116.5+$222K4.6%
Aug 10116.25117116117116.5+$296K4.5%
Aug 7116.55115116115113+$163K7.6%
Aug 6116.33117116116116.5+$166K4.2%
Aug 5116.61117116117116.5+$356K3.8%
Aug 4116.56117116117116.5+$207K4.4%
Aug 3116.22115116116116.5+$146K4.3%
Jul 31116.48117116117116.5+$269K5.8%
Jul 30116.64117116117116.5+$129K5.7%
Jul 29116.57117116117116.5+$301K5.4%
Jul 28116.68117116117116.5+$164K4.9%
Jul 27116.46117116117116.5+$303K5.4%
Jul 24116.33117116117116.5+$235K5.5%
Jul 23116.16117116117116.5+$262K5.6%
Jul 22116.36117116117116.5+$99K5.3%
Jul 21116.55117116117116.5+$284K4.9%
Jul 20116.76117116117116.5+$378K2.4%
Jul 17116.98117116117116.5+$120K7.2%
Jul 16116.95117116117116.5+$2.4M5.8%
Jul 15116.98118116118117.5+$1.3M25.2%
Jul 14116.74118116118116.5+$1.5M12.5%
Jul 13116.45117116117116.5+$1.4M11.7%
Jul 10116.77117116117116.5+$1.9M4.0%
Jul 9116.84117116117116.5+$2.1M13.4%
Jul 8116.68117116117116.5+$1.7M4.3%
Jul 7116.84117116117116.5+$2.1M4.0%
Jul 6117.20117116117116.5+$2.9M3.5%
Jul 2117.11118116118116.5+$1.7M14.1%
Jul 1116.95117116117116.5+$2.3M8.8%
Jun 30117.45118116118117.5+$1.8M4.9%
Jun 29117.78118116118117.5+$2.7M10.7%
Jun 26117.81118116118117.5+$2.4M5.8%
Jun 25117.57118116118117.5+$2.4M5.7%
Jun 24117.47118116118117.5+$2.2M4.8%
Jun 23117.07117116117116.5+$4.0M5.8%
Jun 22116.92117116117116.5+$3.9M5.2%
Jun 18117.19118116118117.5+$2.9M4.8%
Jun 17116.90117116117—+$2.1M6.7%
Jun 16117.49118116118—+$3.3M7.4%
Jun 15117.34118116118—+$2.1M8.5%

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

Common questions

Where can I download IEI gamma history?

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

How often is IEI in short gamma?

5 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.