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VIX gamma flip today

As of the November 4, 2026 close, the VIX gamma flip is 17.41. VIX closed at 17.69, 1.62% above the flip, so dealers are long gamma (net dealer gamma -0.005bn per 1% move). Call wall 20.00, put wall 17.00.

Long gamma tends to dampen moves: dealers sell rallies and buy dips. Cboe Volatility Index (VIX) dealer gamma from FinzData, point in time, updated after each close.

VIX gamma levels, last 20 sessions

DateCloseGamma flipCall wallPut wallNet GEX ($bn per 1%)
2026-11-0417.6917.4120.0017.00-0.00
2026-11-0320.4422.0018.000.06
2026-10-3020.5225.0017.000.07
2026-10-2917.4416.4420.0017.000.03
2026-10-2817.9016.2820.0017.000.04
2026-10-2718.3320.0017.000.04
2026-10-2618.6320.0017.000.04
2026-10-2319.8320.0017.000.06
2026-10-2219.4920.0017.000.05
2026-10-2117.2915.5720.0017.000.03
2026-10-2017.6917.4418.0017.00-0.01
2026-10-1917.9017.2420.0017.000.02
2026-10-1620.4422.0017.000.09
2026-10-1517.3817.0920.0017.000.00
2026-10-1417.7617.1720.0017.000.01
2026-10-1316.8017.1620.0016.00-0.02
2026-10-1216.8217.1820.0016.00-0.02
2026-10-0915.9717.1320.0015.00-0.01
2026-10-0816.7617.0720.0016.000.01
2026-10-0716.2816.9420.0016.00-0.00

Questions

What is the VIX gamma flip today?

As of the November 4, 2026 close, the VIX gamma flip is 17.41. VIX closed at 17.69, 1.62% above the flip, so dealers are long gamma (net dealer gamma -0.005bn per 1% move). Call wall 20.00, put wall 17.00.

Is VIX in positive or negative gamma?

On November 4, 2026, dealers are long gamma in VIX. Long gamma tends to dampen moves: dealers sell rallies and buy dips.

Where does this data come from?

FinzData computes dealer gamma exposure from end-of-day options chains for every listed strike, point in time: each row only uses what was known at that session's close. History goes back to 2010.

How can I get VIX gamma history?

Free: the last 30 days with a free API key (just an email). Full history for VIX starts at $29 for 5 years, or ask any AI assistant connected to FinzData's MCP server.

Get the data

Analysis, not investment advice. Source: FinzData, end-of-day options chains.