MSFU gamma exposure by strike

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

MSFU closed at 42.00 on October 20, 2026 with dealers net long $128K of gamma. The call wall was 50 (+19.0%), the put wall 36 (−14.3%) and the apex, the single largest gamma strike, 50.

+$128K
Net gamma
50
Call wall
+19.0%
36
Put wall
−14.3%
42.5
Gamma flip
+1.2%

MSFU largest gamma strikes within 4% of the close

Strikeshort ← dealer gamma → long
43
+$7K
— close 42.00 —
42
+$3K
41
−$168

The heaviest strike on the October 20, 2026 book was 43, carrying +$7K of dealer gamma, +2.4% from the close.

MSFU closed with dealers short gamma on 3 of the last 60 sessions. In short gamma, dealer hedging buys rallies and sells drops, which tends to extend moves; in long gamma it leans against them.

Positive (green) strikes are where dealers are long gamma and hedge against the move; negative (pink) strikes are where they are short and hedge with it. These are closing levels: where hedging was concentrated last night, not targets.

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

Common questions

What is MSFU's gamma exposure?

At the October 20, 2026 close, MSFU's net dealer gamma exposure was +$128K: long gamma.

Where is MSFU's call wall?

50, +19.0% from the 42.00 close on October 20, 2026.

Where is MSFU's put wall?

36, −14.3% from the close on October 20, 2026.

Compare: gamma exposure by strike 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.