S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-08-08 06:33 EDT
Macro Theme: Market Context: Participants trade in a manner that is adding to the market’s bullish, positive gamma position. Absent an exogenous shock or event after which gamma position may shift drastically (e.g., OPEX), participants must add to their exposure at options strikes higher in prices and further in time (i.e., at and above $4,100 SPX). […]
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