SPX Gamma Update
The picture was brightening up overnight and more positive gamma was materializing at 4725/4750, while negative gamma decreased at the major strikes.
However..just in time those calculations were finished, yields started to push to new intraday heights and pulling iV up again. This is a reminder, that the market still has it's concerns about the price of money/debt and still needs some time to digest.
However..just in time those calculations were finished, yields started to push to new intraday heights and pulling iV up again. This is a reminder, that the market still has it's concerns about the price of money/debt and still needs some time to digest.
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