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S&P 500 Index
Updated

SPX could remain in "High Volatility Mode"

160
Based on an analysis of the open interest in the S&P500 (SPX) you find that under 2935 dealers are short gamma and will therefore be adding fuel to both rallies and selloffs (aka volatility). This may make it a more challenging environment to short options. Options expiration this week (Friday, 8/16) compounds volatility.
Note
2900 held for a while then volatility kicked in. VIX +15% on the day.
Note
SPX SPY there is larger call open interest in September - might indicate much has been rolled. Still lots of Put OI in August. if when that's rolled could be bull fuel. just need spark.
Note
what a rip - right to 2935
Trade closed: target reached
SpotGammaModel
$SPX $SPY Options Gamma Modeling
spotgamma.com
Also on:
Technical IndicatorsS&P 500 (SPX500)SPDR S&P 500 ETF (SPY)

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Technical IndicatorsS&P 500 (SPX500)SPDR S&P 500 ETF (SPY)
SpotGammaModel
$SPX $SPY Options Gamma Modeling
spotgamma.com
Also on:

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.