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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 4 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
0 of 4
Bullish premium
81%

Index gamma structure

IndexSpotChgFlipCushionNet GEXIVExp move
SPY 773.83 +0.05% 774.13 -0.04% (-0.1×) +$3516M 10 ±0.38%
QQQ 745.03 +0.48% 743.18 +0.25% (0.41×) +$2261M 16 ±0.61%
IWM 288.16 +0.91% 287.01 +0.4% (0.65×) +$451M 17 ±0.61%
DIA 519.03 -0.15% 515.92 +0.6% (0.63×) +$197M 13 ±0.95%

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
CRWV 88.03 +3.17% 86.46 90.00 0.3× 1.25
GOOG 355.86 +1.49% 348.22 365.00 0.85× 1.2
MU 1,070.77 +2.54% 1,045.61 1,100.00 1.08× 1.16

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 2026-09-22 14:15 UTC. Gamma levels shift intraday — re-check before acting. Educational content, not financial advice.
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