CAT Gamma Exposure — Dealer Positioning & Key Levels
CAT dealer gamma, delayed: spot 623.84, zero-gamma flip 630.58, spot 1.07% below it, net dealer gamma −$0.04Bn as of Oct 30. 35 sessions on record, plus the full CAT deep-dive on VolStrata.
CAT dealer gamma, delayed: spot 623.84, zero-gamma flip 630.58, spot 1.07% below it, net dealer gamma −$0.04Bn as of Oct 30. 35 sessions on record, plus the full CAT deep-dive on VolStrata.