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Gamma open interest distribution model

Which strike prices carry the largest gamma sensitivity?

US options OPT-032 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Below spot
0.052
Lowest item: High K
0.0122
Average
0.0329
Number of items
5 items

Main chart: unsigned gamma sensitivity (USD / 1% move), by strike price

Unsigned gamma sensitivity (USD / 1% move) (Bar)

Supporting chart: open interest and number of contracts

Open interest and number of contracts (Line)

Detail: data rows, observation dates and missing-value status for the gamma open interest distribution model

Unsigned gamma sensitivity (USD / 1% move) and Open interest and number of contracts (Table)

Sample data rows

Strike priceUnsigned gamma sensitivity (USD / 1% move)Open interest and number of contractsData date (sample)
Low K 0.0292 30519 2026-10-16
Below spot 0.052 4895 2026-10-16
Near at-the-money 0.0387 13548 2026-10-16
Above spot 0.0324 3023 2026-10-16
High K 0.0122 12145 2026-10-16