Price / Gamma Flip — 2026-03-16

Core-Brief

16 Mar 2026 — 1 min read

This dashboard ranks each asset by where price sits relative to its options gamma ‘flip’ (zero-gamma) level. Names above the flip (green) tend to see dealer hedging dampen moves; below the flip (red) can see moves amplified. These dynamics can evolve quickly as open interest shifts. Top above-flip: GLD (+13.1%), NVDA (+5.1%), EEM (+1.2%), TLT (+0.8%), NDX (+0.5%) Top below-flip: RUT (-3.0%), SPX (-1.9%) Click any ticker to view its strike-by-strike Net GEX with a scaled gamma profile, spot and flip markers.

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Crypto — Short–Long Vol-Adjusted Return Difference — 2026-03-16

This crypto snapshot compares short-term versus long-term performance on a risk-adjusted basis for major coins. We use log-return annualization, winsorized returns, a dynamic volatility floor, and robust statistics (median/MAD) to avoid outlier distortion. Positive readings indicate short-term strength outpacing the long-term trend; negative values suggest the opposite. Assets are

Market Wrap 2026-03-15

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Global — Short–Long Vol-Adjusted Return Difference — 2026-03-16

This snapshot compares short-term versus long-term performance on a risk-adjusted basis. The metric shows how much the near-term, volatility-adjusted return is deviating from the longer-run trend. Positive readings indicate short-term strength outpacing the long-term profile; negative values suggest the opposite. Assets are ordered by the latest reading; bodies show mean

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DeMark Diffusion™ - Crypto Markets - 2026-03-16

Crypto — Short–Long Vol-Adjusted Return Difference — 2026-03-16

Market Wrap 2026-03-15

Global — Short–Long Vol-Adjusted Return Difference — 2026-03-16