S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/10/2020 AM
Futures are holding the 3225 level while overall gamma did decline over the weekend. Our view is that was due to short term hedges being added over the weekend. Futures had actually moved overnight towards 3300 on bad virus headlines before rebounding towards 3335 on "good" virus related headlines. This is more or less the […]
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