“... “no man’s land” $SPX ..
“Neutral Gamma” line (flips at ~2850-2855 in spot), the “Neutral Delta” line (flips at spot 2875) and .. $Gamma [strikes @] 2800 ($1.350B), 2850 ($1.479B) and 2900 ($1.293B)”
 ~ McElligot #realTA
quant #StochasticsDefaultClub

https://t.co/FbvJdAgxqo https://t.co/vAKfJe1vYR