S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report: 3/30/20 AM
Gamma levels little changed over the weekend but the zero gamma level does continue to inch down. Interestingly the SPY zero gamma level seems to be forming close to 265-270. One thing to note about these zero gamma levels: what will likely happen is a move down in the level when we get some concrete, […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.