Using the CBOE's options data we're able to create a naive gamma profile model which can provide some insights regarding potential dealer positioning within SPX options.
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Using the CBOE's options data we're able to create a naive gamma profile model which can provide some insights regarding potential dealer positioning within SPX options.
Seeing the dealer positioning model regularly would be extremely helpful, even better if you could add NDX gamma charts. thanks.
Incredible information and analysis. Please keep these coming Mayhem!