US Market Volatility Tracker

Gamma squeeze and VIX risk build

Gamma squeeze and VIX risk build

S&P 500 rally fueled by gamma squeeze, now likely over. VIX at 15.70 but could spike to 20 by Friday's jobs report. Volatility risks building as options positioning unwinds. Traders should watch for VIX expansion and potential market reversal.

Sources (2)
Updated Aug 5, 2026