SPY forward IV prices Jackson Hole as a non-event, but CTAs are stretched short Treasuries and SPX gamma flips near 7780 — an asymmetric setup into Friday.
S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SPY forward IV prices Jackson Hole as a non-event, but CTAs are stretched short Treasuries and SPX gamma flips near 7780 — an asymmetric setup into Friday.