V
Visa IncAs of 2026-10-30 15:59 ET, V net GEX is $15.5M per 1% move; V call wall is $430; put wall is $390.
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More V 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 10:59 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 10:59 ET, SquawkFlow published V at $413.59 at the 4:00 PM ET close on 2026-10-30 (+0.74%), net dealer gamma of $15.5M, a call wall at 430, a put wall at 390 and a zero-gamma flip at 400. The gamma figures are computed 2026-10-31 10:59 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/V.
MARKET SNAPSHOT
| Call Wall | 430 |
| Put Wall | 390 |
| GEX Flip | 400 |
| Swing Line | 395 |
| Net GEX | $15.5M |
Cached snapshot as of 2026-10-31 10:59 ET, live streaming data in the terminal.
V 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 V'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 V option chain, not the whole book: the 30 strikes nearest spot out of 78 seen, 312 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 |
|---|---|---|---|---|
| 450 | $11.9K | $11.9K | $0 | |
| 447.5 | $41.6K | $41.6K | $0 | |
| 445 | $23.1K | $23.1K | $0 | |
| 442.5 | $10.7K | $10.7K | $0 | |
| 440 | $127.9K | $127.9K | $0 | |
| 437.5 | $31.1K | $31.1K | $0 | |
| 435 | $529.7K | $531.0K | -$1.3K | |
| 432.5 | $44.3K | $44.3K | $0 | |
| 430CALL WALL | $2.8M | $2.8M | $0 | |
| 427.5 | $312.6K | $315.8K | -$3.2K | |
| 425 | $1.1M | $1.1M | -$3.9K | |
| 422.5 | $360.4K | $360.4K | $0 | |
| 420 | $1.3M | $1.6M | -$303.9K | |
| 417.5 | $312.1K | $419.1K | -$107.0K | |
| 415SPOT | $1.6M | $2.2M | -$527.6K | |
| 412.5 | $810.3K | $991.0K | -$180.7K | |
| 410 | $2.1M | $2.6M | -$424.8K | |
| 407.5 | $134.5K | $501.2K | -$366.7K | |
| 405 | $5.1M | $5.6M | -$486.4K | |
| 402.5 | $163.1K | $395.9K | -$232.8K | |
| 400GEX FLIP | $393.8K | $1.6M | -$1.2M | |
| 397.5 | -$213.7K | $248.7K | -$462.4K | |
| 395 | $87.7K | $1.2M | -$1.1M | |
| 392.5 | -$55.6K | $22.8K | -$78.4K | |
| 390PUT WALL | -$1.2M | $360.0K | -$1.5M | |
| 387.5 | -$50.6K | $17.4K | -$68.0K | |
| 385 | $35.0K | $401.8K | -$366.8K | |
| 382.5 | -$39.3K | $2.0K | -$41.3K | |
| 380 | -$384.5K | $44.0K | -$428.5K | |
| 377.5 | -$17.5K | $2.3K | -$19.8K |
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.
V PUT/CALL RATIO, OCT 30, 2026
As of (the latest completed session), V options in the strikes we track traded 17,164 put and 18,295 call contracts, a put/call volume ratio of 0.94; by open interest from the prior settlement the ratio is 0.69. Totals cover up to 40 strikes around the money across 19 expirations, not every listed strike. Expiry and call/put cells with fewer than 3 traded contracts are left out of every total. Session totals from delayed broker chain data, not individual trades. Every figure rests on at least 3 traded contracts. Judge a ratio against this symbol's own range, not against 1.
- 0.94Put/call, volume
- 0.69Put/call, open interest
- 35,459Contracts traded, tracked strikes
- 28%Same-day share of tracked volume
| Expiry range | Calls (contracts) | Puts (contracts) | Put/call |
|---|---|---|---|
| Same day | 6,160 | 3,939 | 0.64 |
| 1 to 3 weeks | 6,498 | 7,297 | 1.12 |
| 1 to 3 months | 3,920 | 4,154 | 1.06 |
| Over 3 months | 1,717 | 1,774 | 1.03 |
2 cells withheld: fewer than 3 traded contracts
V unusual options activity, Oct 30, 2026
Every V snapshot on the options hub · All unusual options activity, Oct 30, 2026 · What the put/call ratio measures
Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.
COMMON QUESTIONS
- What was the last V price on this page?
- V close, Oct 30: $413.59 (+0.74%), as of 2026-10-31 10:59 ET.
- What are the V call wall and put wall?
- As of 2026-10-31 10:59 ET, the V call wall was at 430 and the put wall at 390, computed 2026-10-31 10:59 ET from the open interest carried on the option chain at that time.
- What is V net dealer gamma?
- As of 2026-10-31 10:59 ET, net dealer gamma for V was $15.5M, Positive gamma. Dealer positioning is an assumption, not an observable.
- Where is the V gamma flip?
- As of 2026-10-31 10:59 ET, the V zero-gamma flip was at 400, computed 2026-10-31 10:59 ET from the open interest carried on the option chain at that time.
- How often do these V 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 V
Visa operates a payments network connecting consumers, merchants, financial institutions, and governments. It processes transactions without directly issuing cards or extending credit.
WHY TRACK V ON SQUAWKFLOW
V options flow is the purest proxy for global consumer payment volume trends. Cross-border travel recovery and e-commerce penetration drive positioning. As a network operator with 50%+ margins, V options serve as quality defensive positioning in volatility.
V IN 13F FILINGS
4 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of V (filed as VISA INC, class COM CL A) in their most recent Form 13F filing (newest: 2026-Q2, filed August 14, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.
- Viking Global Investors LP reported 6,393,604 shares ($2.2B) at the end of 2026-Q2, filed August 14, 2026. 2026-Q2 filing
- Tiger Global Management LLC reported 798,697 shares ($274M) at the end of 2026-Q2, filed August 14, 2026. 2026-Q2 filing
- Renaissance Technologies LLC reported 123,291 shares ($42M) at the end of 2026-Q2, filed August 13, 2026. 2026-Q2 filing
- Bridgewater Associates LP reported 81,537 shares ($28M) at the end of 2026-Q2, filed August 14, 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
V DATA ON SQUAWKFLOW
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