S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report 12/30/19 AM
Note: There was a reduction in overall gamma on Friday, taken in conjunction with the rise in IV (VIX) it seems likes puts were added. There are a lot of calls open at 3250 now and that remains the high gamma strike by a wide margin and we see don't see the market seriously breaching […]
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