Price / Gamma Flip — 2026-07-22

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: NVDA (+10.5%), GLD (+2.0%), SPX (+0.3%), NDX (+0.2%) Top below-flip: EEM (-5.5%), RUT (-2.2%), TLT (-0.2%) Click any ticker to view its strike-by-strike Net GEX with a scaled gamma profile, spot and flip markers.

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DeMark Diffusion™ - Crypto Markets - 2026-07-22

DeMark Diffusion™ - Crypto Markets - 2026-07-22

Today’s DeMark Diffusion™ – Crypto Markets snapshot distills major coins into a single composite alignment signal for a quick read on market heat. The opening chart orders assets by their latest signal; bodies show the mean ±1σ range while wicks capture the historical min–max, with a red diamond marking

Crypto — Short–Long Vol-Adjusted Return Difference — 2026-07-22

Crypto — Short–Long Vol-Adjusted Return Difference — 2026-07-22

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

DeMark Diffusion™ - Crypto Markets - 2026-07-21

DeMark Diffusion™ - Crypto Markets - 2026-07-21

Today’s DeMark Diffusion™ – Crypto Markets snapshot distills major coins into a single composite alignment signal for a quick read on market heat. The opening chart orders assets by their latest signal; bodies show the mean ±1σ range while wicks capture the historical min–max, with a red diamond marking

Crypto — Short–Long Vol-Adjusted Return Difference — 2026-07-21

Crypto — Short–Long Vol-Adjusted Return Difference — 2026-07-21

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