Gamma Time
Options Gamma nearby may spike Vol
Zhedge posted this SPX and SPY Combined Gamma chart here:
Below 3153 gets interesting, below 3135 and we start to see short gamma (volatility increase, over reaction)
From Spotgamma.com:
How can gamma i…
Zhedge posted this SPX and SPY Combined Gamma chart here:
Below 3153 gets interesting, below 3135 and we start to see short gamma (volatility increase, over reaction)
From Spotgamma.com:
How can gamma i…
