US Market Volatility Tracker

S&P 500 Gamma Squeeze Fades as Real Yields Rise

S&P 500 Gamma Squeeze Fades as Real Yields Rise

CPI data cooled to 3.4% YoY, VIX dropped below 15, but gamma squeeze dynamics fading. Call wall at 7800, put wall at 7400. Rising real yields and dispersion unwind pose risks. Euphoria warning with bull-to-bear ratio at peak. Focus shifts to PPI tomorrow.

Sources (2)
Updated Aug 13, 2026
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