Research topic
Options, gamma and GEX
1 FinzData report(s) on Options, gamma and GEX.
SPY Short-Gamma vs Long-Gamma Regimes, 2019-2026
After 1,761 SPY sessions since October 2019, next-day moves averaged 1.06% after short-gamma closes vs 0.54% after long gamma, with next-5-day realized volatility 19.5% vs 11.0%.
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