Commencez
SpotGammaModel

SPX could remain in "High Volatility Mode"

L'indice S&P 500 (SP:SPX)  
SpotGammaModel Mis à jour   
SP:SPX   L'indice S&P 500
Technical Indicators S&P 500 (SPX500) SPDR S&P 500 ETF (SPY)
3
0
indicator spx500 spy
Based on an analysis of the open interest in the S&P500 (SPX) you find that under 2935 dealers are short gamma and will therefore be adding fuel to both rallies and selloffs (aka volatility). This may make it a more challenging environment to short options. Options expiration this week (Friday, 8/16) compounds volatility.
Commentaire:
2900 held for a while then volatility kicked in. VIX +15% on the day.
Commentaire:
$SPX $SPY there is larger call open interest in September - might indicate much has been rolled. Still lots of Put OI in August. if when that's rolled could be bull fuel. just need spark.
Commentaire:
what a rip - right to 2935
Trade fermée: cible de profit atteinte
$SPX $SPY Options Gamma Modeling
www.spotgamma.com
Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.