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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
2 of 4
Bullish premium
41%

Index gamma structure

IndexSpotChgFlipCushionNet GEXIVExp move
SPY 768.47 -0.56% 766.54 +0.25% (0.58×) +$1343M 12 ±0.43%
QQQ 719.13 -1.5% 734.47 -2.13% (-2.34×) +$72M 25 ±0.91%
IWM 302.50 -0.52% $181M 15 ±0.57%
DIA 533.47 -0.12% $15M 12 ±0.92%

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
NFLX 77.86 +2.7% 77.45 80.00 0.2× 5.22
AVGO 379.56 -3.46% 326.15 410.00 8.63× 0.57
META 547.80 -3.72% 455.40 600.00 10.61× 0.56

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 2026-08-18 14:15 UTC. Gamma levels shift intraday — re-check before acting. Educational content, not financial advice.
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