SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Gamma Report 1/21/2020 4PM

SPOTGAMMA REPORT Note: Very choppy, range bound day today leaves the market fairly flat to the open. Options volume on the calls side was very concentrated in the 3300-3350 area in weekly options along with some decent flow in OTM puts in what was an otherwise quiet day. It was interesting that the Chinese virus […]

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