SPX Gamma Friday AM Update
Good morning! It was supposed to be a dull day, but a new virus variant (which was discovered a couple days ago) suddenly becomes headline news and forces a update.
Traders are de-risking and we are in negative gamma territory now, which can cause violent down- and upside moves. Total gamma comes in at -205M, down from 458M. Remember: We have no "hard" news regarding the variant nor the economy, so it is all about fear/greed/dealer flows. Ill post updates throughout the shortened session, stay tuned.
Traders are de-risking and we are in negative gamma territory now, which can cause violent down- and upside moves. Total gamma comes in at -205M, down from 458M. Remember: We have no "hard" news regarding the variant nor the economy, so it is all about fear/greed/dealer flows. Ill post updates throughout the shortened session, stay tuned.
כתב ויתור
המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.