COST Gamma Exposure — Dealer Positioning & Key Levels
COST dealer gamma, delayed: spot 1,013.18, zero-gamma flip 1,009.66, spot 0.35% above it, net dealer gamma $0.22Bn as of Oct 30. 35 sessions on record, plus the full COST deep-dive on VolStrata.
COST dealer gamma, delayed: spot 1,013.18, zero-gamma flip 1,009.66, spot 0.35% above it, net dealer gamma $0.22Bn as of Oct 30. 35 sessions on record, plus the full COST deep-dive on VolStrata.