MSCI gamma levels history

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

MSCI'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
30/60
Short gamma
last 60 sessions
590
Call wall
550
Put wall

MSCI net gamma, last 60 sessions

Jul 28Oct 20

MSCI closing levels by session

Download CSV
SessionCloseCall wallPut wallApexFlipNet gammaIV
Oct 20591.69590550590585+$2.2M26.6%
Oct 19563.49580510510—−$746K—
Oct 16569.08580510510—−$661K37.0%
Oct 15575.09580550580575+$1.4M—
Oct 14560.52550530550545+$8.6M33.1%
Oct 13560.82550530550545+$6.4M29.2%
Oct 12568.01550530550545+$7.0M29.3%
Oct 9565.12550530550545+$7.0M—
Oct 8561.67550530550545+$5.6M25.7%
Oct 7555.38550530550545+$6.5M—
Oct 6554.92550530550545+$5.1M—
Oct 5552.35550530550545+$4.7M27.3%
Oct 2535.95550530550545+$2.5M—
Oct 1545.39550530550545+$2.9M—
Sep 30538.66550530550545+$2.3M29.0%
Sep 29539.76600530530—−$1.5M28.7%
Sep 28542.72600530530—−$1.5M—
Sep 25551.36600530530—−$1.1M27.8%
Sep 24556.08600530530—−$796K—
Sep 23555.70600530530—−$858K—
Sep 22548.88600530530—−$844K27.2%
Sep 21558.97600530530—−$432K27.1%
Sep 18552.87560520520—−$639K—
Sep 17549.47580550580625+$648K31.8%
Sep 16540.61580530580—−$1.5M33.6%
Sep 15544.60580550580—−$359K—
Sep 14553.65580550580595+$1.8M—
Sep 11554.61580550580595+$1.8M—
Sep 10547.60580540580615+$1.1M30.1%
Sep 9554.54580540580595+$2.4M—
Sep 8551.39580540580595+$2.1M31.2%
Sep 4573.01580550580575+$6.9M—
Sep 3574.65600550600575+$6.7M—
Sep 2560.63580540580595+$3.8M27.6%
Sep 1563.09580510580575+$4.3M—
Aug 31570.64600550600575+$5.3M29.3%
Aug 28570.76600510600575+$5.2M28.5%
Aug 27569.15600510600575+$5.2M27.3%
Aug 26564.22600510600600+$3.5M—
Aug 25563.99600510600600+$3.1M—
Aug 24571.36580510580600+$2.4M28.0%
Aug 21563.49580510580600+$1.8M—
Aug 20568.75570560560—−$3.1M39.5%
Aug 19565.27600560560—−$4.5M—
Aug 18562.77600560560—−$3.9M28.0%
Aug 17550.68580560560—−$5.4M28.3%
Aug 14569.13600560560—−$1.7M24.9%
Aug 13575.24670580580—−$863K—
Aug 12563.01570550550—−$2.2M—
Aug 11561.71670520520—−$2.3M29.2%
Aug 10563.08570520520—−$1.9M—
Aug 7563.17670520520—−$2.0M—
Aug 6567.23670580580—−$1.6M29.0%
Aug 5571.87670580580—−$1.2M32.4%
Aug 4571.47670580580—−$1.4M32.2%
Aug 3574.43670580580—−$880K—
Jul 31572.24670580580—−$997K30.3%
Jul 30575.74670580670—−$632K—
Jul 29582.92670580670—−$329K—
Jul 28579.39670580670—−$484K30.9%
Jul 27571.03670500500—−$926K30.3%
Jul 24550.79570500500—−$1.8M31.6%
Jul 23552.51570500500—−$1.6M31.6%
Jul 22570.95670500670—−$618K33.5%
Jul 21561.74670580580—−$1.3M33.2%
Jul 20625.11670580670690+$205K—
Jul 17628.66670580670690+$109K35.6%
Jul 16637.24640610640640+$3.8M27.3%
Jul 15621.77620590620620+$7.1M37.3%
Jul 14611.43620590620580+$6.1M41.5%
Jul 13620.23620590620580+$6.4M40.6%
Jul 10604.71580590580580+$5.4M—
Jul 9603.35580590580580+$5.4M—
Jul 8604.23580590580580+$3.3M—
Jul 7608.09580590580580+$2.8M36.8%
Jul 6614.04580590580580+$3.0M—
Jul 2603.11580560580580+$3.4M—
Jul 1582.03580560580580+$3.2M29.6%
Jun 30560.04580560580580+$594K30.2%
Jun 29558.00640550640660+$80031.0%
Jun 26554.85640550640—−$57K—
Jun 25544.56640550550—−$168K—
Jun 24577.29640550640650+$145K31.9%
Jun 23581.51640550640640+$199K29.3%
Jun 22580.85610550610660+$87K29.7%
Jun 18581.19650550650660+$70K27.5%
Jun 17596.89630570630630+$627K—
Jun 16608.16630600630630+$1.2M34.0%
Jun 15611.17630580630620+$1.7M37.0%
Jun 12599.12630600630630+$587K30.7%
Jun 11594.31630600630670+$129K—
Jun 10608.52630600630630+$954K33.3%
Jun 9607.54630540630630+$921K32.5%
Jun 8602.94630520630630+$777K32.9%
Jun 5615.46630520630630+$997K—
Jun 4618.87630600630630+$898K33.2%
Jun 3613.58630520630630+$777K—
Jun 2630.27630600630630+$1.1M33.3%
Jun 1643.83630520630620+$1.4M—
May 29631.38630520630620+$1.3M29.6%
May 28626.52630520630610+$1.5M—
May 27603.47610520610620+$828K—
May 26588.52610520610630+$397K32.1%
May 22588.55610520610630+$381K29.7%
May 21582.34610520610630+$217K30.4%
May 20581.97610520610640+$185K31.5%
May 19577.69610520610690+$1831.3%
May 18584.13610520610670+$29K—
May 15561.72610520610—−$341K29.1%
May 14569.69580560560—−$803K54.5%
May 13570.91580560560—−$636K56.2%
May 12581.09580560580590+$1.7M43.1%
May 11584.63580560580590+$1.8M—
May 8585.42580560580590+$1.8M—
May 7588.37580560580590+$1.8M36.7%
May 6582.14630560560—−$950K37.0%
May 5580.88630560560—−$1.1M34.4%
May 4582.27630510510640+$140K34.5%
May 1588.85630510510630+$318K29.9%
Apr 30591.41630510510630+$384K30.5%

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

Common questions

Where can I download MSCI gamma history?

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

How often is MSCI in short gamma?

30 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.