Gamma open interest distribution model
Which strike prices carry the largest gamma sensitivity?
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サンプルJSON
仕様JSON
サンプル基準日
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) (棒)
Supporting chart: open interest and number of contracts
Open interest and number of contracts (折れ線)
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 (表)
サンプルデータ行
| Strike price | Unsigned gamma sensitivity (USD / 1% move) | Open interest and number of contracts | Data 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 |