SpotGammaModel

Options Model Suggests 320 Target

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SpotGammaModel 已更新   
AMEX:SPY   SPDR S&P 500 ETF TRUST
315 was the previous indicator which rolled to 320. There is a large options expiration on 12/20 with many in the money call options. These positions may spur larger than expected price movement this week.
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交易结束:到达目标:
heavy options volume may pin 320 here. closing and awaiting next signal.

$SPX $SPY Options Gamma Modeling
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