S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SPX Vanna & Gamma
Dealers hedging activity must account for the way implied volatility shifts. This can be measured by an options greek called, "Vanna". Check out the video at the bottom of this page for a full explanation. We've discussed this dynamic at length in many of our daily notes, but now members can view the model below. […]
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