S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/10/2020 PM
3350 achieved as implied volatility (VIX) really tanked today. My view is that the VIX moving lower showed some hedges are being closed and that may indicate dealers buying back short hedges. What we want to see now is that 3350 "High Gamma Strike" roll to 3400 - that would read as a bullish signal […]
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