Morgan Stanley Derivatives(@MgnStnlyDerivs):The rally in S&P 500 has the index hitting the peak dealer gamma wall of $24bn near 7845 in spot, per MS QDS. But much of that dealer long gamma expires today. Absent new customer supply, that stabilizing force gets smaller, leaving the market freer to move.

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Morgan Stanley Derivatives@MgnStnlyDerivs

2026.10.06 18:16

The rally in S&P 500 has the index hitting the peak dealer gamma wall of $24bn near 7845 in spot, per MS QDS. But much of that dealer long gamma expires today. Absent new customer supply, that stabilizing force gets smaller, leaving the market freer to move.