Indeks S&P 500Telah dikemas kini S&P500 Market Gamma At a Pivotal Point
Since early October market gamma has been >
1BN and there has been a large concentration of call gamma to put gamma. As calls have been rolled the market was pulled up with it. There is significant open interest in the December monthly options expiration that may help set a trading range for December. Additionally there is an FOMC meeting on the 10th. Currently our options model points to a pin at 3150 and we await the next signal. We anticipate higher volatility (not a directional call) into year end following FOMC and OPEX.
spotgamma.com
1BN and there has been a large concentration of call gamma to put gamma. As calls have been rolled the market was pulled up with it. There is significant open interest in the December monthly options expiration that may help set a trading range for December. Additionally there is an FOMC meeting on the 10th. Currently our options model points to a pin at 3150 and we await the next signal. We anticipate higher volatility (not a directional call) into year end following FOMC and OPEX.spotgamma.com
Dagangan ditutup: sasaran tercapai
gamma still quite high at ~1.5bn looking for move toward 3150Dagangan ditutup: sasaran tercapai
new range established.
$SPX $SPY Options Gamma Modeling
spotgamma.com
spotgamma.com
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
$SPX $SPY Options Gamma Modeling
spotgamma.com
spotgamma.com
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.