CAT Gamma Exposure — Dealer Positioning & Key Levels
CAT dealer gamma, delayed: spot 781.18, zero-gamma flip 777.78, spot 0.44% above it, net dealer gamma −$0.05Bn as of Sep 15. 2 sessions on record, plus the full CAT deep-dive on VolStrata.
CAT dealer gamma, delayed: spot 781.18, zero-gamma flip 777.78, spot 0.44% above it, net dealer gamma −$0.05Bn as of Sep 15. 2 sessions on record, plus the full CAT deep-dive on VolStrata.