VRNS gamma levels history
From the closing options book · October 20, 2026 · updated after every close
VRNS'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.
VRNS net gamma, last 60 sessions
VRNS closing levels by session
Download CSV| Session | Close | Call wall | Put wall | Apex | Flip | Net gamma | IV |
|---|---|---|---|---|---|---|---|
| Oct 20 | 48.68 | 50 | 45 | 50 | 47.5 | +$905K | — |
| Oct 19 | 48.70 | 50 | 45 | 50 | 47.5 | +$794K | — |
| Oct 16 | 48.72 | 50 | 45 | 50 | 47.5 | +$707K | — |
| Oct 15 | 47.34 | 50 | 45 | 50 | 49.5 | +$871K | — |
| Oct 14 | 47.06 | 50 | 45 | 50 | 47.5 | +$837K | — |
| Oct 13 | 48.72 | 50 | 45 | 50 | 47.5 | +$1.6M | — |
| Oct 12 | 46.37 | 50 | 45 | 50 | 52.5 | +$113K | — |
| Oct 9 | 50.12 | 50 | 45 | 50 | 47.5 | +$1.2M | 67.1% |
| Oct 8 | 48.88 | 50 | 45 | 50 | 47.5 | +$517K | — |
| Oct 7 | 48.96 | 50 | 45 | 50 | 47.5 | +$289K | — |
| Oct 6 | 49.08 | 50 | 45 | 45 | 52.5 | +$46K | — |
| Oct 5 | 48.15 | 50 | 45 | 45 | — | −$54K | — |
| Oct 2 | 47.57 | 50 | 45 | 45 | — | −$293K | — |
| Oct 1 | 47.45 | 50 | 45 | 45 | — | −$313K | — |
| Sep 30 | 47.45 | 55 | 45 | 45 | — | −$88K | — |
| Sep 29 | 47.11 | 55 | 45 | 45 | — | −$164K | — |
| Sep 28 | 47.93 | 55 | 45 | 45 | — | −$88K | — |
| Sep 25 | 46.25 | 50 | 45 | 45 | — | −$75K | — |
| Sep 24 | 47.95 | 50 | 45 | 45 | — | −$27K | — |
| Sep 23 | 48.35 | 50 | 45 | 45 | 52.5 | +$66K | — |
| Sep 22 | 47.29 | 50 | 45 | 45 | — | −$118K | — |
| Sep 21 | 48.46 | 50 | 45 | 50 | — | −$47K | — |
| Sep 18 | 47.56 | 50 | 45 | 45 | — | −$40K | — |
| Sep 17 | 47.81 | 50 | 45 | 50 | 47.5 | +$1.5M | — |
| Sep 16 | 46.76 | 50 | 40 | 50 | 47.5 | +$1.1M | — |
| Sep 15 | 47.47 | 50 | 40 | 50 | 47.5 | +$1.4M | — |
| Sep 14 | 47.48 | 50 | 40 | 50 | 47.5 | +$1.3M | — |
| Sep 11 | 45.12 | 50 | 40 | 50 | 47.5 | +$474K | 54.4% |
| Sep 10 | 45.50 | 50 | 40 | 50 | 47.5 | +$378K | — |
| Sep 9 | 46.09 | 50 | 40 | 50 | 47.5 | +$668K | — |
| Sep 8 | 45.46 | 50 | 40 | 50 | 47.5 | +$426K | — |
| Sep 4 | 46.09 | 50 | 40 | 50 | 47.5 | +$329K | — |
| Sep 3 | 46.51 | 50 | 40 | 50 | 47.5 | +$348K | — |
| Sep 2 | 46.76 | 50 | 40 | 50 | 42.5 | +$470K | — |
| Sep 1 | 42.35 | 50 | 40 | 50 | 47.5 | +$93K | — |
| Aug 31 | 43.77 | 50 | 40 | 50 | 47.5 | +$212K | — |
| Aug 28 | 43.92 | 50 | 40 | 50 | 47.5 | +$215K | — |
| Aug 27 | 44.78 | 50 | — | 50 | — | +$372K | 63.8% |
| Aug 26 | 41.40 | 45 | 40 | 40 | — | −$74K | — |
| Aug 25 | 40.82 | 45 | 40 | 40 | — | −$126K | — |
| Aug 24 | 41.05 | 45 | 40 | 40 | — | −$87K | — |
| Aug 21 | 41.23 | 45 | 40 | 40 | 42.5 | +$79K | — |
| Aug 20 | 40.85 | 45 | 40 | 40 | 37.5 | −$1.4M | — |
| Aug 19 | 42.28 | 50 | 40 | 40 | 37.5 | −$615K | — |
| Aug 18 | 43.72 | 50 | 40 | 40 | 37.5 | −$477K | — |
| Aug 17 | 43.17 | 50 | 40 | 40 | 37.5 | −$701K | — |
| Aug 14 | 44.99 | 50 | 40 | 40 | — | −$171K | 68.0% |
| Aug 13 | 45.82 | 50 | 40 | 40 | — | −$393K | — |
| Aug 12 | 41.93 | 50 | 40 | 40 | — | −$912K | — |
| Aug 11 | 42.11 | 50 | 40 | 40 | — | −$621K | — |
| Aug 10 | 42.44 | 50 | 40 | 40 | — | −$973K | — |
| Aug 7 | 43.52 | 50 | 40 | 40 | — | −$764K | — |
| Aug 6 | 42.44 | 50 | 40 | 40 | — | −$789K | — |
| Aug 5 | 43.40 | 50 | 40 | 40 | — | −$798K | — |
| Aug 4 | 43.32 | 50 | 40 | 40 | — | −$613K | — |
| Aug 3 | 41.18 | — | 40 | 40 | — | −$550K | — |
| Jul 31 | 39.95 | — | 40 | 40 | — | −$676K | 88.5% |
| Jul 30 | 39.93 | — | 40 | 40 | — | −$753K | 82.1% |
| Jul 29 | 40.65 | — | 40 | 40 | — | −$469K | — |
| Jul 28 | 44.67 | 50 | 45 | 45 | — | −$156K | — |
| Jul 27 | 46.67 | 55 | 45 | 45 | 52.5 | +$18K | — |
| Jul 24 | 45.74 | 50 | 45 | 45 | — | −$212K | — |
| Jul 23 | 44.78 | 50 | 45 | 45 | — | −$282K | 74.2% |
| Jul 22 | 45.33 | 50 | 45 | 45 | — | −$206K | — |
| Jul 21 | 46.18 | 55 | 45 | 55 | 52.5 | +$37K | — |
| Jul 20 | 47.45 | 55 | 45 | 45 | 52.5 | +$34K | — |
| Jul 17 | 47.54 | 55 | 45 | 55 | 52.5 | +$44K | — |
| Jul 16 | 47.00 | 50 | 45 | 45 | — | −$714K | — |
| Jul 15 | 47.33 | 40 | 45 | 45 | 42.5 | −$324K | — |
| Jul 14 | 48.19 | — | 45 | 45 | — | −$371K | — |
| Jul 13 | 45.38 | 40 | 45 | 40 | — | +$176K | — |
| Jul 10 | 44.53 | 40 | 45 | 45 | 42.5 | −$52K | — |
| Jul 9 | 45.81 | 40 | — | 40 | — | +$306K | — |
| Jul 8 | 45.07 | 40 | 45 | 40 | — | +$10K | 49.3% |
| Jul 7 | 45.84 | 45 | — | 45 | — | +$865K | — |
| Jul 6 | 45.67 | 45 | — | 45 | — | +$1.1M | — |
| Jul 2 | 42.86 | 40 | 35 | 40 | 37.5 | +$1.1M | — |
| Jul 1 | 41.89 | 40 | 35 | 40 | 37.5 | +$668K | — |
| Jun 30 | 41.96 | 40 | 35 | 40 | 37.5 | +$773K | — |
| Jun 29 | 40.21 | 40 | — | 40 | — | +$912K | — |
| Jun 26 | 40.30 | 40 | — | 40 | — | +$1.0M | — |
| Jun 25 | 38.56 | 40 | — | 40 | — | +$845K | — |
| Jun 24 | 37.29 | 40 | 30 | 40 | 32.5 | +$471K | — |
| Jun 23 | 35.03 | 40 | — | 40 | — | +$213K | 69.5% |
| Jun 22 | 32.71 | 35 | — | 35 | — | +$55K | — |
| Jun 18 | 33.38 | 40 | — | 40 | — | +$145K | — |
| Jun 17 | 33.08 | 35 | — | 35 | — | +$655K | — |
| Jun 16 | 33.86 | 35 | — | 35 | — | +$887K | — |
| Jun 15 | 33.89 | 35 | — | 35 | — | +$942K | — |
These are the October 20, 2026 closing numbers. Members see VRNS's map move live all session.
Common questions
The CSV on this page has every recorded VRNS session: call wall, put wall, apex, flip, net gamma, ATM IV and max pain.
32 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.