SpotGamma™

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

SpotGamma Gamma Report: 3/30/20 PM

Strong trend day up in markets and move lower in VIX which helps to reduce negative gamma. We are slowly but surely consolidating the daily price range in markets and there seems to be a bit more positive health news today than negative which both push VIX lower. Options volume was again light with about […]

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