LI gamma levels history

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

LI's closing gamma levels for 88 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

46/60

Short gamma

last 60 sessions

11.5

Call wall

Put wall

LI net gamma, last 60 sessions

Jul 28Oct 20

LI closing levels by session

Download CSV

Session	Close	Call wall	Put wall	Apex	Flip	Net gamma	IV
Oct 20	11.93	11.5	10	10	—	−$69K	—
Oct 19	11.29	11.5	10	10	—	−$208K	—
Oct 16	11.34	11.5	10	10	—	−$241K	—
Oct 15	11.46	12	10	10	—	−$262K	46.4%
Oct 14	11.26	13	10	10	—	−$361K	—
Oct 13	11.75	13	10	10	—	−$162K	—
Oct 12	11.40	13	10.5	13	12.75	+$34K	—
Oct 9	11.54	13	10.5	13	13	+$48K	41.1%
Oct 8	10.90	13	10.5	10.5	—	−$1.1M	—
Oct 7	10.99	13	10.5	10.5	—	−$811K	40.4%
Oct 6	10.89	13	10.5	10.5	—	−$1.1M	—
Oct 5	10.85	13	10.5	10.5	—	−$1.1M	—
Oct 2	10.69	12.5	10.5	10.5	—	−$1.1M	—
Oct 1	11.12	13	10.5	10.5	—	−$844K	—
Sep 30	11.36	13	10.5	10.5	—	−$495K	—
Sep 29	11.23	13	10.5	10.5	—	−$578K	—
Sep 28	11.71	13	11	13	13	+$118K	—
Sep 25	11.50	13.5	11	13.5	13.5	+$32K	44.0%
Sep 24	11.78	13	10.5	10.5	—	−$141K	—
Sep 23	11.70	13	10.5	10.5	—	−$204K	—
Sep 22	11.66	13	10.5	10.5	—	−$274K	—
Sep 21	11.52	13.5	10.5	10.5	—	−$291K	53.5%
Sep 18	12.14	13.5	10.5	10.5	—	−$115K	—
Sep 17	11.97	12.5	12	12	—	−$987K	45.4%
Sep 16	12.03	13	12	12	—	−$703K	51.0%
Sep 15	11.76	13	12	12	—	−$641K	—
Sep 14	12.17	13	12	12	—	−$598K	—
Sep 11	11.81	13.5	12	12	—	−$816K	—
Sep 10	11.65	13.5	12	12	—	−$889K	—
Sep 9	11.91	12.5	12	12	—	−$952K	—
Sep 8	12.46	12.5	12	12	—	−$651K	49.2%
Sep 4	12.37	12.5	12	12	—	−$674K	—
Sep 3	12.06	12.5	12	12	—	−$701K	39.9%
Sep 2	12.01	14	12	12	—	−$751K	47.3%
Sep 1	11.90	14	12	12	—	−$862K	—
Aug 31	12.10	14	12	12	—	−$523K	—
Aug 28	12.23	14	12	12	—	−$563K	—
Aug 27	12.18	14	12	12	—	−$602K	—
Aug 26	12.14	14	12	12	—	−$488K	—
Aug 25	12.27	14	12	12	—	−$454K	—
Aug 24	12.48	14	12	12	—	−$393K	62.3%
Aug 21	13.05	14	12	12	—	−$191K	57.4%
Aug 20	12.92	13	11	13	13	+$291K	—
Aug 19	12.71	13	12	13	14	+$64K	—
Aug 18	12.12	13	12	12	—	−$931K	—
Aug 17	12.41	13	12	12	—	−$649K	—
Aug 14	12.26	13	12	12	—	−$866K	—
Aug 13	12.27	13	12	12	—	−$483K	—
Aug 12	12.47	13	12	12	—	−$488K	52.9%
Aug 11	12.68	13	12	12	—	−$50K	—
Aug 10	12.84	13	12	12	—	−$21K	—
Aug 7	12.95	13	12	12	15	+$22K	47.0%
Aug 6	12.69	13	12	12	—	−$12K	—
Aug 5	12.81	13.5	12	12	15	+$32K	—
Aug 4	12.86	13.5	12	12	15	+$22K	—
Aug 3	13.12	13.5	12	12	14	+$131K	—
Jul 31	13.63	13.5	12	12	14	+$150K	—
Jul 30	13.49	14	12	14	13.5	+$638K	47.9%
Jul 29	13.80	14	12	14	13	+$715K	—
Jul 28	13.21	13	12	13	13.5	+$324K	—
Jul 27	12.62	13	12	12	—	−$52K	—
Jul 24	12.12	13	10	10	—	−$466K	—
Jul 23	12.37	13	10	10	—	−$760K	—
Jul 22	12.12	13	10	10	—	−$842K	—
Jul 21	12.21	14	10	10	—	−$811K	—
Jul 20	12.37	14	10	10	—	−$777K	—
Jul 17	12.39	14	10	10	—	−$788K	—
Jul 16	12.86	14	11.5	14	14	+$73K	—
Jul 15	12.73	12	11.5	11.5	12.5	+$91K	—
Jul 14	12.47	12	10	10	—	−$49K	60.6%
Jul 13	12.18	12	10	10	—	−$119K	—
Jul 10	12.10	12	10	10	—	−$138K	—
Jul 9	11.91	12	10	10	—	−$178K	—
Jul 8	12.12	12	10	10	—	−$198K	—
Jul 7	12.05	12	10	10	—	−$235K	54.6%
Jul 6	12.02	12	11.5	11.5	—	−$47K	56.8%
Jul 2	12.02	12	11.5	11.5	—	−$55K	56.8%
Jul 1	12.23	14	11.5	11.5	—	−$53K	—
Jun 30	11.74	14	12.5	14	10	−$4K	—
Jun 29	11.89	13.5	12.5	12.5	—	−$69K	—
Jun 26	12.04	14	13	13	—	−$56K	50.0%
Jun 25	11.83	13.5	12	12	11	−$73K	—
Jun 24	12.39	12.5	12	12	11	+$15K	—
Jun 23	12.63	13.5	13	13	12	+$22K	—
Jun 22	12.82	13.5	13	13	12	+$28K	—
Jun 18	13.21	13.5	14.5	13.5	12	+$51K	—
Jun 17	13.58	16	13	13	13	−$402K	—
Jun 16	14.04	15.5	14	14	13	−$699K	42.2%

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

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Common questions

Where can I download LI gamma history?

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

How often is LI in short gamma?

46 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.