The GT level for today is 6330 $SPX, and the market has flipped to a short gamma regime today (by quite a margin). We should expect elevated realized volatility in the near term.
For more information about the GT level, please read: gammawizard.com/2019/07/14/und…
The GT level for today is 6253 $SPX, and the market remains in a long gamma regime. We should expect very low realized volatility as well as upside drift in the near future.
For more information about the GT level, please read: gammawizard.com/2019/07/14/und…
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