SPX dealer gamma — Wednesday, August 26, 2026
dealer positioning for the session, reconstructed from the 0DTE options tape
These are the CLOSING levels for 2026-08-26. Where the SPX dealer book stands right now — the current zero-gamma flip, call resistance and put support — is on /now, free, at least fifteen minutes behind the tape.
Minute-by-minute replay of SPX options dealer positioning for Wednesday, August 26, 2026: gamma, vanna, charm, the zero-gamma flip and key strike levels. Free, no account.
Open this session in the terminal →The terminal replays the full session minute by minute: dealer gamma, vanna and charm by strike, the flip and hold levels as they moved, IV and realised vol side by side. Every historical session is free and needs no account. New to these terms? Start with what GEX is. Measured across the whole archive: how often these levels hold and how far SPX travels before the close.
Measurements are model output derived from public trade and quote data; they are approximations and can be wrong. Nothing here is investment advice — see the Terms.