MQ
Marqeta IncAs of 2026-10-30 15:25 ET, MQ net GEX is $79K per 1% move; MQ call wall is $21; put wall is $15.
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More MQ options data
The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-10-31 03:20 ET from the open interest carried on the option chain at that time and are not intraday values. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
As of 2026-10-31 03:20 ET, SquawkFlow published MQ at $18.10 at the 4:00 PM ET close on 2026-10-30 (+0.17%), net dealer gamma of $79K, a call wall at 21, a put wall at 15 and a zero-gamma flip at 16. The gamma figures are computed 2026-10-31 03:20 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/MQ.
MARKET SNAPSHOT
| Call Wall | 21 |
| Put Wall | 15 |
| GEX Flip | 16 |
| Swing Line | 16 |
| Net GEX | $79K |
Cached snapshot as of 2026-10-31 03:20 ET, live streaming data in the terminal.
MQ DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near MQ's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the MQ option chain, not the whole book: 25 strikes around spot, 92 contract rows spanning 2 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
All captured expirations. Chain as of .
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 25 | $15 | $15 | $0 | |
| 24 | $17 | $17 | $0 | |
| 23 | $21 | $21 | $0 | |
| 22 | $18.3K | $18.3K | $0 | |
| 21CALL WALL | $36.5K | $36.5K | $0 | |
| 20 | $1.9K | $1.9K | $0 | |
| 19 | $13.0K | $13.0K | $0 | |
| 18SPOT | $4.8K | $5.9K | -$1.1K | |
| 17 | $7.1K | $8.8K | -$1.7K | |
| 16GEX FLIP | $4.8K | $8.1K | -$3.3K | |
| 15PUT WALL | -$11.2K | $20 | -$11.2K | |
| 14 | -$740 | $0 | -$740 | |
| 13 | -$22 | $0 | -$22 | |
| 12 | -$17 | $0 | -$17 | |
| 11 | $0 | $0 | $0 | |
| 10 | -$5 | $0 | -$5 | |
| 9 | $0 | $0 | $0 | |
| 8 | $7 | $7 | $0 | |
| 7 | $294 | $294 | $0 | |
| 6 | $1.2K | $1.2K | $0 | |
| 5 | $2.1K | $2.2K | -$95 | |
| 4 | $1.3K | $1.8K | -$493 | |
| 3 | -$25 | $25 | -$51 | |
| 2 | $0 | $0 | $0 | |
| 1 | $0 | $0 | $0 |
These levels were captured October 31, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
COMMON QUESTIONS
- What was the last MQ price on this page?
- MQ close, Oct 30: $18.10 (+0.17%), as of 2026-10-31 03:20 ET.
- What are the MQ call wall and put wall?
- As of 2026-10-31 03:20 ET, the MQ call wall was at 21 and the put wall at 15, computed 2026-10-31 03:20 ET from the open interest carried on the option chain at that time.
- What is MQ net dealer gamma?
- As of 2026-10-31 03:20 ET, net dealer gamma for MQ was $79K, Positive gamma. Dealer positioning is an assumption, not an observable.
- Where is the MQ gamma flip?
- As of 2026-10-31 03:20 ET, the MQ zero-gamma flip was at 16, computed 2026-10-31 03:20 ET from the open interest carried on the option chain at that time.
- How often do these MQ figures change?
- The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.
ABOUT MQ
Marqeta provides card issuing and payment processing infrastructure through APIs. Its services support card programs for financial technology companies and other businesses.
WHY TRACK MQ ON SQUAWKFLOW
MQ options flow tracks modern card issuing and embedded finance trends. Customer concentration risk with Block creates binary revenue dynamics. Platform processing volume growth and gross profit margin improvement drive institutional positioning.
MQ IN 13F FILINGS
1 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of MQ (filed as MARQETA INC, class CLASS A COM) in their most recent Form 13F filing (newest: 2026-Q2, filed August 13, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.
- Renaissance Technologies LLC reported 12,419,532 shares ($50M) at the end of 2026-Q2, filed August 13, 2026. 2026-Q2 filing
Form 13F reports long positions in 13(f) securities held on the last day of the quarter. It excludes short positions, cash, and assets outside 13(f) scope. An absent security is not evidence of a sale. Matched on the issuer name and share class as filed. The cohort is a named set of managers, not every 13F filer. All cohort managers
MQ DATA ON SQUAWKFLOW
Options Flow
MQ options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last MQ price, change, volume, and the current dealer-gamma regime
GEX Dashboard
MQ gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of MQ market microstructure in real time
News Sentiment
MQ news with AI sentiment scoring and impact analysis
Sector Context
Finance sector rotation and relative strength vs peers
Track MQ in the Terminal
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A practical guide to reading dealer positioning data and understanding how market maker flows affect price action.
What is Gamma Exposure (GEX)? A Complete GuideUnderstanding gamma exposure: how it is calculated, and how modelled dealer hedging is read as damping or amplifying moves.