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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
| Date | Close | Gamma flip | Call wall | Put wall | Net GEX ($bn per 1%) |
|---|---|---|---|---|---|
| 2026-11-04 | 17.69 | 17.41 | 20.00 | 17.00 | -0.00 |
| 2026-11-03 | 20.44 | 22.00 | 18.00 | 0.06 | |
| 2026-10-30 | 20.52 | 25.00 | 17.00 | 0.07 | |
| 2026-10-29 | 17.44 | 16.44 | 20.00 | 17.00 | 0.03 |
| 2026-10-28 | 17.90 | 16.28 | 20.00 | 17.00 | 0.04 |
| 2026-10-27 | 18.33 | 20.00 | 17.00 | 0.04 | |
| 2026-10-26 | 18.63 | 20.00 | 17.00 | 0.04 | |
| 2026-10-23 | 19.83 | 20.00 | 17.00 | 0.06 | |
| 2026-10-22 | 19.49 | 20.00 | 17.00 | 0.05 | |
| 2026-10-21 | 17.29 | 15.57 | 20.00 | 17.00 | 0.03 |
| 2026-10-20 | 17.69 | 17.44 | 18.00 | 17.00 | -0.01 |
| 2026-10-19 | 17.90 | 17.24 | 20.00 | 17.00 | 0.02 |
| 2026-10-16 | 20.44 | 22.00 | 17.00 | 0.09 | |
| 2026-10-15 | 17.38 | 17.09 | 20.00 | 17.00 | 0.00 |
| 2026-10-14 | 17.76 | 17.17 | 20.00 | 17.00 | 0.01 |
| 2026-10-13 | 16.80 | 17.16 | 20.00 | 16.00 | -0.02 |
| 2026-10-12 | 16.82 | 17.18 | 20.00 | 16.00 | -0.02 |
| 2026-10-09 | 15.97 | 17.13 | 20.00 | 15.00 | -0.01 |
| 2026-10-08 | 16.76 | 17.07 | 20.00 | 16.00 | 0.01 |
| 2026-10-07 | 16.28 | 16.94 | 20.00 | 16.00 | -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
- Every ticker today: GEX levels today
- Free key (last 30 days, just an email): finzdata.com/agents
- VIX history since 2010: finzdata.com/shop
- Ask Claude or ChatGPT directly: connect FinzData, then ask "Using FinzData, show VIX dealer gamma for the last month."
Analysis, not investment advice. Source: FinzData, end-of-day options chains.