S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SPX Vanna & Gamma
Dealer 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.GammaVannaTip: You can review past days by clicking on the date underneath the graph title.spxspyqqqiwmTip: You can review past days by […]
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