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SpotGammaModel

Dealers are holding 2920

S&P 500 Index (SP:SPX)  
SpotGammaModel  
SP:SPX   S&P 500 Index
Technical Indicators SPX (S&P 500 Index) SPDR S&P 500 ETF (SPY) gamma options open
3
0
indicator spx spy gamma options open
2920 remains our zero gamma target and with market volume basically nonexistent the market will most likely hold this level until some type of clear catalyst be it Fed minutes today or Powell speaking Friday. Once we get going in a direction we should trend for a few days.
$SPX $SPY Options Gamma Modeling
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