Data Samples

Notes: QQQ data is for 5-06 to 5-19, SPX data is 5-03 to 5-14. Gamma by strike is percisely what it sounds like- the net gamma exposure heading into that market day at each strike price. 'Gamma slide' is conditional gamma exposures. I.e. if price fell to the level in column 1, what would the gamma exposure be at each strike?