Empiece
SpotGammaModel

Markets Cant Move Above Volatility Trigger

Corto
El Índice S&P 500 (SP:SPX)  
SpotGammaModel Actualizado   
SP:SPX   El Índice S&P 500
Technical Indicators options gamma Open Interest marketmaker SPX (S&P 500 Index) SPDR S&P 500 ETF (SPY) VIX CBOE Volatility Index
3
11
indicator options gamma openinterest marketmaker spx spy vix
Markets had to hold 2920 to break the volatility cycle from last week. Under that level market makers will amplify and selloff. The fact that the market buyers couldnt overcome just a bit of dealer selling isn't great. FOMC minutes Wednesday and Jackson Hold starting Friday.
Operación cerrada: objetivo alcanzado:
FOMC minutes tomorrow. Followed by Jackson Hole Fed speak on Friday. No market opinion until then. Dealer gamma is zero, so currently have no edge.
$SPX $SPY Options Gamma Modeling
www.spotgamma.com
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