S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report for: 1/24/20 AM
Gamma flat to slightly higher overnight and 3350 high gamma strike builds some. At $1.6bn total gamma we're a bit under where levels were when the market was last pressing highs, but clearly there is still a healthy amount of support. Todays expiration does not have much size to it, but 1/31 is building up […]
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