SpotGamma™

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

SpotGamma Gamma Report 12/24/19 PM

Note: 3225 again active today particularly in March, again. Other than that there were some light volume in weekly options. This buildup at 3225 for the quarterly March options reminds me a bit of similar trading done at the 3000 strike for the last quarter. It almost seems like some type of straddle position that […]

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