One thing I think a lot of people miss about the NOPE is if you follow my reasoning from my post on it last night, it should work in *any* system with hedged derivatives, not even necessarily just US Equities.
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So no it doesn't require net dealer positive gamma (it works regardless of direction as far as I know). Also in the first two the effect is still there, just perhaps not noticeable.
Surely if dealers had net negative gamma, it would work in the opposite direction? That seems important!