SpotGamma™

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 […]

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