SPX Gamma AM
업데이트됨
Morning. Dealer gamma in the SPX complex got reduced by 499MM to minus 62MM overnight, while the gamma inversion level moved up a notch to 4500 points. Main resistance remains at 4500, support can be identified at 4400.
A main factor in the push higher yesterday and overnight was the strong compression of implied volatility, probably due to today's VIX expiry, as open interest data doesn't show a significant reduction in put positioning.
A main factor in the push higher yesterday and overnight was the strong compression of implied volatility, probably due to today's VIX expiry, as open interest data doesn't show a significant reduction in put positioning.
노트
Big deal: Russia has tested it's doomsday ICBM Sarmat R-28. I expected a test launch Sunday. Big deal, but markets don't seem to care.
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