House-keeping:
Fixed some inconsistencies in the charts with gamma signs, apologies for any confusion.
Added live volatility fitting to the hedging requirement calculations for added precision.
Most influential levels, with exposure and accompanying hedging flows, are upside at $6300 for SPX, $630 for SPY, and $560 for QQQ.
Downside support exposure on the 5 selected key levels for SPX thinned-out through yesterday after reversing briefly and overtaking upside exposure at open.
QQQ has a slightly bearish exposure skew and sits comfortably in between positive gamma flows, bringing counter-cyclical/mean-reverting hedging flows.
Current VIX: 17.19
SPX
Current Spot Price: $6267.81
30-day Low: $5943.23
30-day High: $6290.22
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