NVDA gamma conditions -2 of ±5: the kind that came with larger moves in this record
negative gamma · size-adjusted GEX at percentile 1 of its year · price 10.2% below zero gamma · implied volatility +12.2 pts against 20-day realised · after this reading the next session's median move, up or down, was 1.85% here (N=37)
Companies/Indices · Options · U.S. options exchanges · 6 Nov 2026
Companies named: NVDA