S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/31/2020, PM
The contrast between "high gamma" markets of a few weeks ago "zero gamma" markets of the moment are quite amazing. Eyeballing a futures chart it seems as we moved at least 10% on an absolute basis vs maybe 4% the week prior. It took some time to wear out that ~3240 floor today, and once […]
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