We like to post Nomuras model snapshot here to compare against ours. Our volatility neutral indicator is lower, but the top matches. Some of this may be explained by Nomura combining SPY and SPX.
S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
We like to post Nomuras model snapshot here to compare against ours. Our volatility neutral indicator is lower, but the top matches. Some of this may be explained by Nomura combining SPY and SPX.
Choose the plan you want today to view unique support and resistance levels, access Founder’s Notes and expert commentary, daily trading ranges, and entrance into our private Discord.