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Serverless computing is a new cloud programming and deployment paradigm that is receiving wide-spread uptake. Serverless offerings such as Amazon Web Services (AWS) Lambda, Google Functions, and Azure Functions automatically execute simple functions uploaded by developers, in response to cloud-based event triggers. The serverless abstraction greatly simplifies integration of concurrency and parallelism into cloud applications, and enables deployment of scalable distributed systems and services at very low cost. Although a significant first step, the serverless abstraction requires tools that software engineers can use to reason about, debug, and optimize their increasingly complex, asynchronous applications. Toward this end, we investigate the design and implementation of GammaRay, a cloud service that extracts causal dependencies across functions and through cloud services, without programmer intervention. We implement GammaRay for AWS Lambda and evaluate the overheads that it introduces for serverless micro-benchmarks and applications written in Python.