Jun 05 2020

SpotGamma Report for: 06/05/2020 AM

Note:Futures tested 3150 overnight before retracing a bit to the 3135 area. There is a bit of a conflicting signal in net gammas: our SG Index shifts lower but standard notional gamma measurement is a bit higher. The Tilt indicator had quite a retrace from the large jump on Wednesday. This divergence between the SG […]

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