S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Futures up a bit this morning and negative gamma moves down. The SG Index shifted into the cusp of the "danger zone" wherein the estimated 1 day SPX return (cash open->close) is now 2%, from 1% yesterday. This simply means that the volatility forecast has increased. The tricky part of trying to evaluate the current […]
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