S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/05/2020, PM
3325 put up a fight for the first half of the day before being overwhelmed. Our high gamma strike now shifts higher along with the market, although not by much. Its a bit curious that the high strike wouldnt shift to 3350, but we will need to see tomorrows data to confirm. Total gamma is […]
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