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OPEX

Jan 24 2020

Hedging Into the Close

Table of K-values on both sides of x markers and a blue column of numbers from 3310 to 3285 with one darker highlighted row.

@VolCurve brought up a great point today – ” Don’t mistake gamma hedging for strength.” It was an interesting example today of what looks like gamma hedging moving the market into the close. The market was quite weak today, but some force kept bringing us higher towards 3300 into the close. SPX options settle at […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: drift, hedging, OPEX

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