Our friends at ZoneTraderPro have a great trade review from Friday 5/22, where the incorporate SpotGamma levels into their unique ES futures trading signals and plan.
ES futures
The Case for Reduced Price Volatility
Our current view of markets is that we should see reduced price volatility following the large March expiration that took place this past Friday (3/20). One of the features of this expiration was a large number of in the money puts, which possibly created several billion in deltas for options dealers to hedge. As dealers […]
