S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report 1/16/20 AM
SPOTGAMMA REPORT Note: Gamma took quite a hit overnight and is now at $1.5bn. Futures broke 3300 overnight indicating that the market will be challenging that key 3300 level. There is no sign of this level being rolled higher at the moment. Flows today are quite key as all of the Jan SPX AM options […]
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