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.
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