Market Notes

Dealers Are Pinning the Tape at Records — Here's Where the Positive-Gamma Regime Breaks

· 4 min read · by Jordan Blake, Nova Ventures Research

SPX is pinned near record highs by a positive-gamma dealer regime even as the CBOE put/call ratio shows institutions quietly buying index protection underneath the calm. Jordan Blake on the gamma math, the call/put barbell, and why Wednesday's CPI print is the level that breaks the pin.

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