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Market regime today

How far each major index sits from its zero-gamma flip — the level where dealer hedging stops damping moves and starts amplifying them. Live for the current session.

The regime
PERCHED

Still positive gamma, but 2 of 4 majors sit inside one session's expected move of the flip. The regime hasn't changed — it's just out of room to be wrong.

Indices below flip
1 of 4
Negative net gamma
1 of 4
Bullish premium
55%

Index gamma structure

IndexSpotChgFlipCushionNet GEXIVExp move
SPY 773.38 +0.61% 779.09 -0.74% (-2.11×) +$257M 10 ±0.35%
QQQ 723.23 +1.2% 713.19 +1.39% (2.24×) +$656M 17 ±0.62%
IWM 301.93 +1.11% 300.26 +0.55% (1.13×) +$151M 13 ±0.49%
DIA 540.00 +0.27% 533.98 +1.11% (0.85×) $2M 13 ±1.31%

Cushion = distance from spot to the zero-gamma flip, and in brackets that distance measured in the index's own expected move for the day. Under 1× means the flip is inside a single normal session. Negative means price is already through it. What is dealer gamma? →

Above their flip, room to the wall

Spot sits above the zero-gamma flip with distance still to the call wall. R:R is room up to the wall divided by room down to the flip.

TickerSpotChgFlipWall×EMR:R
MRVL 218.70 +3.88% 216.43 240.00 0.11× 9.38
DELL 454.70 +3.9% 448.93 500.00 0.14× 7.85
MU 880.00 -0.17% 875.85 900.00 0.16× 4.82

Check any ticker yourself

The gamma map is free and needs no signup — net dealer gamma by strike, the flip, call and put walls for any US ticker.

Open the free gamma map → Live regime tracker
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Dealer-gamma and expected-move data via Polygon & Unusual Whales, captured 2026-08-09 16:06 UTC. Gamma levels shift intraday — re-check before acting. Educational content, not financial advice.
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