Key points
BofA SPX dealer gamma, two panels ｜ Gamma back to $7.7bn (79th pct); flips to a volatility amplifier only below ~7,350
Image source: @neilsethinew
2026-09-24
BofA: SPX Dealer Gamma Rebounds to $7.7bn, Back in the 79th Percentile
BofA SPX dealer gamma, two panels ｜ Gamma back to $7.7bn (79th pct); flips to a volatility amplifier only below ~7,350
Image source: @neilsethinew