S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/24/2020 AM
Futures are limit up this morning and implied volatility (VIX) continues to get crushed. This vol crush is a big story in options land, and while many complex theories abound I continue to stick with the "inventory" theory. As a refresher on volatility as a catalyst we believe that lower implied volatility (IV) translates into […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.