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GammaLab
Dec 2, 2021 2:19 PM
SPX Gamma AM
TVC:SPX
60
S&P 500 Index
TVC
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Dec 2, 2021 2:19 PM
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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