Trying to compute total market gamma profile. First step is market gamma for a single chain. Results of this morning's session. Mostly spent wrangling chart component.
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These were charts for SPX, UNG and QQQ 2020-DEC-18 chains
Trying to compute total market gamma profile. First step is market gamma for a single chain. Results of this morning's session. Mostly spent wrangling chart component.
These were charts for SPX, UNG and QQQ 2020-DEC-18 chains