OSCR gamma exposure by strike

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

OSCR closed at 33.66 on October 20, 2026 with dealers net long $456K of gamma. The call wall was 35 (+4.0%), the put wall 30 (−10.9%) and the apex, the single largest gamma strike, 30.

+$456K
Net gamma
35
Call wall
+4.0%
30
Put wall
−10.9%
35.75
Gamma flip
+6.2%

OSCR largest gamma strikes within 4% of the close

Strikeshort ← dealer gamma → long
35
+$239K
34.5
+$40K
34
+$169K
— close 33.66 —
33
+$36K
32.5
+$12K

The heaviest strike on the October 20, 2026 book was 35, carrying +$239K of dealer gamma, +4.0% from the close.

OSCR closed with dealers short gamma on 7 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 OSCR's map move live all session.

Common questions

What is OSCR's gamma exposure?

At the October 20, 2026 close, OSCR's net dealer gamma exposure was +$456K: long gamma.

Where is OSCR's call wall?

35, +4.0% from the 33.66 close on October 20, 2026.

Where is OSCR's put wall?

30, −10.9% 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.