Markets stocks VIX volatility

Gamma ‘Close To The Cliff’, Raising Risk Of ‘Asymmetric Move Higher In Volatility’

Mind the gravitational field.

Mind the gravitational field.
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2 comments on “Gamma ‘Close To The Cliff’, Raising Risk Of ‘Asymmetric Move Higher In Volatility’

  1. Am I the only one wondering how to calculate the ‘gamma transition level’? Is it possible for ‘retail’ to figure this out or is it to complicated, data-heavy, math-heavy, or institutional-only kinda thing?

    • Wonder the same thing myself but note…… market action pretty much coinciding with Charlie’s numbers indicating a lot of people/institutions are concluding that in this convoluted market environment Nomura has the best handle on this…..

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