SpotGamma™

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

SpotGamma Gamma Report: 3/31/20 PM

Markets give some back today as we close the month. Options volumes did pick up a bit. Relative to recent trading days the range today tightened and revolved around that key 2600 strike. On an administrative note we are planning on launching a new gamma calculation in the next day or two. We had originally […]

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