SPX Gamma Update
Good morning! Inflation in Asia is soaring and the tragic energy crisis in Europe is becoming more visible to american markets.
In the SPX option complex gamma imbalance is widening, but mainly due to price and VIX factors, not positioning (big investors still only moderately hedged).
This increases the risk of another leg lower, and focus will now be on the release of a whole bunch of Tier-1 data starting tomorrow. We will see, brace for vol.
In the SPX option complex gamma imbalance is widening, but mainly due to price and VIX factors, not positioning (big investors still only moderately hedged).
This increases the risk of another leg lower, and focus will now be on the release of a whole bunch of Tier-1 data starting tomorrow. We will see, brace for vol.
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