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2026-09-24

SPX Gamma Volatility Throttle Rises to +8.34 as 10-Day Realized Volatility Sits at 12.3

SPX Gamma Volatility Throttle Rises to +8.34 as 10-Day Realized Volatility Sits at 12.3

Key points

SPX gamma volatility throttle vs 10-day realized volatility, Sept 22, 2026 ｜ Latest throttle at +8.34 with realized vol of 12.31, on the suppression curve that dampens index moves

Image source: @neilsethinew