Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile
Pankaj Ji "Mathura Wale" ("असली Gamma वाले")

@pankaj_ji_mwale

My book : Title : " the five secrets you must discover before
you die trading Straddle and Strangle in Index "

ID: 1667184689298251785

calendar_today09-06-2023 15:00:24

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Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo

It is interesting to see that gamma exposure has predictive power for forecasting the next day’s intraday range or volatility, which we refer to as gamma based implied volatility. -gamma exposure is high, the market is less volatile -gamma exposure is low, the market is wilder

It is interesting to see that gamma exposure has predictive power for forecasting the next day’s intraday range or volatility, which we refer to as gamma based implied volatility.

-gamma exposure is high, the market is less volatile 
-gamma exposure is low, the market is wilder