SPX AM Update

已更新
SPX failed to establish itself in the positive gamma zone and couldn't catch on to the combined 4655/4660 gamma level. Total gamma currently at -94M notional, whereas traders added gamma at OTM puts and OTM calls, while VIX refuses to come down further meaningfully. Not much conviction so far. Stand by.
註釋
Biden: Lockdowns off the table.
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