Dealer Positioninglive
Estimated market-maker hedging exposures across SPX options.
as of 02:54:34 UTC
Delta
−$4.2B/pt
Short delta, will buy on rallies
Gamma Flip
5,820
Below = vol regime
Vanna (vol up)
+$2.1B
Supportive flow if VIX rises
Charm (1d decay)
+$680M
Pinning into expiry
Put Wall
5,700
Largest neg gamma strike
Call Wall
5,900
Largest pos gamma strike
Dealer Positioning · Top movers
Live
| Sym | Last | Chg % | Day |
|---|---|---|---|
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Macro pulse
FRED
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Market headlines
Finnhub
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