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put gamma

Oct 23 2019

Recent JPM Gamma Analysis

Two line charts show S&P 500 gamma imbalance over June-October 2019 and versus spot from 2800 to 3100.

JPM recently put out the following charts on S&P500 Gamma including a ratio of call gamma to put gamma which is quite interesting. It shows the amount of call gamma minus put gamma which could be interpreted in a few different ways. One way would be to look at it as how the market is […]

Written by SpotGamma · Categorized: Gamma Model Output · Tagged: call gamma, gamma tilt, put gamma

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