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impeachment

Sep 25 2019

The “Impeachment” Gamma Trap

SPX dealer futures chart for 09/24/2019 with put floor 2900, volatility trigger 2970, S&P price 3005, upside wall 3050.

Going to Tuesday we noted 2970 as the 0 gamma volatility trigger and on Wednesday we pushed below that volatility trigger level indicating we should see some large moves in the SPX. The chart of the past two days in ES futures is here: Here was our gamma run from 9/24: After the close on […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: gamma trap, impeachment, negative gamma

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