Zerohedge gives us Nomuras gamma estimate for 4/24/20 with an estimate gamma flip point of around 2800 in the SPX. Note this is a COMBINED SPY/SPX estimate. As Nomura’s Charlie McElligott notes, the S&P 2,800 has emerged as the “Neutral Gamma” zone for the market “and again, is likely to remain that way, as the […]
Archives for April 2020
SpotGamma Report for: 04/24/2020 PM
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SpotGamma Report for: 04/24/2020 PM
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Example Gamma Level Trade in SPY
Today we want to provide an example of how we use the gamma data to setup a trade. Here we are using the SPX options data but using SPY to express our viewpoint that the SPX will stick to the 2800 area today. Note: This is a very basic trade and meant to convey general […]
SpotGamma Report for: 04/24/2020 AM
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SpotGamma Report for: 04/23/2020 PM
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SpotGamma Report for: 04/23/2020 AM
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SpotGamma Report for: 04/22/2020 PM
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SpotGamma Report for: 04/22/2020 AM
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SpotGamma Report for: 04/21/2020 PM
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