One page after each trading day's close, kept here by date. Pick a day on the calendar,
or scroll the cards. Each page is shown as it was published that day.
Gamma, delta and flow: data not clear for this day. The way gamma is measured changed around this date and we cannot tell which side it fell on. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. The way gamma is measured changed around this date and we cannot tell which side it fell on. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
Gamma, delta and flow: data not clear for this day. It was computed with each index's lot size counted twice. Open the tape to see it as it was published.
The archive starts on Fri 11 Sep 2026, the day the Closing Tape was first
published. For the days before Mon 5 Oct 2026 the price and its change are shown, but not
gamma, delta or flow, because those figures were computed differently then and we do not show numbers we
cannot stand behind. Each tape keeps the wording of the day it was published, and the definitions behind it
have been refined since, so read an old tape as a record of that day.
Hedgewall publishes options market-structure analytics for education and research.
Not investment advice. Not a recommendation to buy or sell any security. Markets carry risk.