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Daily Market Review

Each US trading day, after the close: where dealer gamma sits by strike and by expiry window, what the VIX index and futures curves are pricing, how implied compares with realized volatility, and what changed on the SPX surface.

2 reviews · Written by QuantDaddy from the same Cboe data that powers the live dashboards.

• Friday, October 23, 2026Dealers dig deeper into short gamma; next week's event vol is already priced

  SPX closed 81 points under its gamma flip with net GEX at −$42.6B, the VIX futures kink held, and the Oct 28–30 expiries carry a clear event premium. Here are the levels for Monday.

• Thursday, October 22, 2026AI selloff flips dealers short gamma, VIX +14%

  SPX closed 51 points under its gamma flip, the VIX futures front end inverted, and skew jumped. Here are the levels for Friday.