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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
BROKEN

2 of 4 majors are below their zero-gamma flip — dealers amplify moves instead of damping them. Trade with momentum, not against it.

Indices below flip
2 of 4
Negative net gamma
1 of 4
Bullish premium
27%

Index gamma structure

IndexSpotChgFlipCushionNet GEXIVExp move
SPY 766.89 +0.11% $1294M 14 ±0.52%
QQQ 712.16 +0.17% 713.14 -0.14% (-0.17×) +$937M 22 ±0.82%
IWM 299.67 +0.13% 299.30 +0.12% (0.26×) +$342M 13 ±0.47%
DIA 535.49 +0.01% 544.94 -1.76% (-2.38×) +$29M 14 ±0.74%

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
DELL 467.00 +3.42% 459.53 500.00 0.4× 4.42
MRVL 242.81 +0.81% 238.65 250.00 0.21× 1.73
NFLX 81.43 -1.03% 79.25 85.00 1.48× 1.64

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 2026-08-26 14:15 UTC. Gamma levels shift intraday — re-check before acting. Educational content, not financial advice.
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