S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report 1/17/2020 PM
SPOTGAMMA REPORT Note: As a quick thought experiment consider if all of the Jan calls were simply closed, and not rolled. Assuming dealers are net long these calls, they would still have a lot of deltas to buy back. If you look at the action into the close both yesterday and today you get that […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.