do we have a risk event that forces $SPY to below 437 level? or another v-recovery? The only question that matters for day trading.
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@SeaofTrades @arya_stark Right! I am working on something that incorporates VIX in some way. Curious if you have any ideas on that. Here is my 10/15 look at delta*OI. I agree tho that vix should be incorporated. Nice work @arya_stark !
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