After negative-gamma sessions AAPL's next-session move was a median 1.76%, against 0.76% after positive-gamma ones
N=39 and 440 sessions in its record · the gap in points, five widest among SPY and the ten largest companies · SPY's median VIX close was 18.0 on negative-gamma sessions and 16.1 on positive ones · moves are in size, up or down
Companies/Indices · Options · U.S. options exchanges · 6 Nov 2026
Companies named: AAPL