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Leo Valencia

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Understanding the GT Level

The Gamma Threshold (GT) level is computed from options in the S&P 500, all of them, which as of today number more than 11,000 in total.
by Leo Valencia - 8 months ago

What the Gamma Threshold (GT) Level Says About the SPX

For those of you that are expecting a big move down, a great starting point is if the S&P 500 manages to tag the GT level (70 points down from here) and breaks it as well.
by Leo Valencia - 11 months ago