S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/13/2020 PM
SPOTGAMMA REPORT Note:Consolidation in markets today above the key 3500 strike, pinging between the 3526 Combo level and 3500. Option volumes today were the polar opposite of yesterday. There was little “call volume” follow-through in major tech names, and as we have a lot of gamma expiring Friday those options “burn” quite quickly which may […]
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