68% of the times a price sat just under a call wall in negative gamma, a close went through it within 5 sessions
420 visits of that kind in the record since 2024-09-25, across 351 tickers · median 5-session move after them +0.49% against +0.49% over every negative-gamma session · a visit is a close 0 to 1% short of the wall; thin markets are left out · describes this record, not what comes next
Companies/Indices · Options · U.S. options exchanges · 6 Nov 2026