TSLA gamma EOD

Net gamma imploded today amidst a collapsing stock price by 65.7M to only 6.5M, which brings Tesla dangerously close to the inversion cliff. Negative gamma was added aggressively around the strike at 1000. Below 1000 the construct is very fragile and 950 is certainly in reach. Remember: Negative gamma equals more vol since dealers have to sell into weakness to get market neutral. On the flipside they have to buy strength should a) prices move higher or b) vol come down.
Beyond Technical AnalysisTechnical Indicators

更多:

免責聲明