top of page

SPX gamma profile update

Hey friends! Big moves in the S&P 500 often also mean big changes in the gamma profile. Let's dive in and see what we can by scraping the public-facing options data we have available from CBOE from just shy of 10,000 options on the SPX chain.

Want to read more?

Subscribe to to keep reading this exclusive post.


Les commentaires n'ont pas pu être chargés.
Il semble qu'un problème technique est survenu. Veuillez essayer de vous reconnecter ou d'actualiser la page.
bottom of page