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S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

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VOLCUBE

Oct 07 2020

Options Vanna

what-is-options-vanna

There is a lot of talk recently about options Vanna and we wanted to address some of these points here. The basic concept as applied to our SPX/SPY models can be distilled to this: • When implied volatility (i.e. VIX) declines stocks go up• When implied volatility increases stocks go down Obviously there are many […]

Written by SpotGamma · Categorized: Market Analysis · Tagged: vanna, vega, VOLCUBE

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