S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/04/2020, PM
Todays note is a few minutes early. Not an inspiring close as the markets couldnt clear the high gamma strike of 3300. There was large volume today at 3300,3350, 3250 and 3200. One key signal that the rally was going to run out of steam was the fact that implied volatility (VIX) never really broke […]
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