# Gamma Matrix: dealer gamma across the 11 S&P sectors

Source: SquawkFlow
URL: https://squawkflow.com/gamma-matrix
Type: Daily Cboe settlement open interest, derived dealer gamma levels
Retrieved: 2026-09-15 00:44 ET

> Every figure below is derived from a daily settlement, not a live feed,
> and nothing here is a quote or a recommendation.

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## Sector ETFs, nearest the gamma flip first

No sector ETF reading is published for this session.

## Index row

No index reading is published for this session.

## Overnight open interest

No symbol on the grid carries an overnight settlement comparison in this build. The settlement archive has no usable pair of consecutive sessions for these symbols.

## How to read this

Distance to flip is arithmetic: the flip strike minus spot, divided by spot. It is not a forecast and it is not a probability.

Dealer positioning is inferred from settlement open interest, not observed. No exchange publishes who is on which side of a contract.

## Citation

Source: SquawkFlow, https://squawkflow.com/gamma-matrix
Retrieved: 2026-09-15 00:44 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

SquawkFlow publishes market-structure data and education. Nothing here is
investment advice, a price target or a recommendation, and we have no order
execution.