COST Gamma Exposure — Dealer Positioning & Key Levels
COST dealer gamma, delayed: spot 908.59, zero-gamma flip 916.29, spot 0.84% below it, net dealer gamma −$0.11Bn as of Sep 15. 2 sessions on record, plus the full COST deep-dive on VolStrata.
COST dealer gamma, delayed: spot 908.59, zero-gamma flip 916.29, spot 0.84% below it, net dealer gamma −$0.11Bn as of Sep 15. 2 sessions on record, plus the full COST deep-dive on VolStrata.