List of Flash News about gamma unwind
| Time | Details |
|---|---|
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2026-03-20 16:33 |
Gamma Unwind Impact on Q1 Expiry and Dealer Hedging Flows
According to @glassnode, the Q1 expiry saw a significant gamma unwind, with short gamma at the 75K strike dropping from $3.9 billion to $2.4 billion in under two days. This $1.5 billion reduction indicates that positions were closed as the price moved away from the strike. The lower gamma has subsequently reduced dealer hedging flows, contributing to the observed market pullback. |
