How does Next Exp Delta & Gamma effect the price going into that expiration and on Monday? Large amounts of gamma expiring may ‘release” markets from low volatility. Large amounts of delta expiring may indicate a trend reversal on Monday. Related articles Is negative call gamma bullish? In terms of risk on/off how do we interpret different Vol Triggers for SPY/SPX and QQQ/NDX? How is SG for SPX negative but positive for SPY? What is the SpotGamma Gamma Index? What is Equity Hub™?
