S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/12/2020 PM
Markets finally pushed through 3375 resistance at the end of day. Very large combined volume (put+call) at 3375 today should help setup a "base" of sorts as we look to 3400. 3400 call volume was good size as well. We would anticipate a similar style of markets tomorrow as total market gamma is currently ~$2.3bn […]
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