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GammaLab
2 Ara 2021 14:19
SPX Gamma AM
TVC:SPX
60
S&P 500 Index
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2 Ara 2021 14:19
Quick SPX Update. Situation deteriorated slightly. Negative gamma currently at -652M. Check the levels (I deleted those under -20M to get a clearer picture). Note, that the VIX is still elevated. There was no overnight-crush like the days before.
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