According to @StockMKTNewz, the post lists the S&P 500’s top up days including March 15, 1933 (+16.6%), October 30, 1929 (+12.5%), October 6, 1931 (+12.4%), September 21, 1932 (+11.8%), October 13, 2008 (+11.6%), October 28, 2008 (+10.8%), September 5, 1939 (+9.6%), and an April 9th entry with details truncated, source: @StockMKTNewz on X, December 28, 2025. The visible entries show a heavy concentration in the 1930s and 2008, indicating that the largest single-day gains often clustered in high-volatility regimes, source: @StockMKTNewz on X, December 28, 2025. For equity traders, this underscores the risk of missing outsized rebound days when de-risked and the importance of sizing and hedging around macro catalysts, source: @StockMKTNewz on X, December 28, 2025. Crypto market participants can reference these dates when backtesting cross-asset risk sentiment spillovers between U.S. equities and digital assets to refine timing and exposure, source: @StockMKTNewz on X, December 28, 2025.

According to @glassnode, options markets can dampen or reinforce price moves via dealer hedging flows (source: Glassnode post on X dated Dec 19, 2025; source: glassno.de/49kqje4). According to @glassnode, the new Gamma Exposure GEX metric maps where options market structure is likely to stabilize price or amplify volatility (source: Glassnode post on X dated Dec 19, 2025; source: glassno.de/49kqje4). According to @glassnode, monitoring GEX can help traders identify stabilization versus amplification zones and align hedges, position sizing, and stop placement with the prevailing options-driven volatility regime (source: Glassnode post on X dated Dec 19, 2025; source: glassno.de/49kqje4).