GammaLab

SPX Gamma Levels Tuesday

TVC:SPX   S&P 500 Index
Total gamma increased bei 245M to 713.5M notional. Key gamma level is still 4700. Note: Between 4650 and the gamma inversion level at 4560 (where markets destabilize) there is not much support in terms of gamma. In case of downward momentum we could trade lower at increased speed.

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