Key points
S&P 500 dealer aggregate gamma per 1% move, 2019–2026 ｜ Now about −$7.3B, near the low of the range
Image source: @zerohedge
2026-11-06
S&P 500 Dealer Gamma Turns Deeply Negative at About −$7.3B
S&P 500 dealer aggregate gamma per 1% move, 2019–2026 ｜ Now about −$7.3B, near the low of the range
Image source: @zerohedge