S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/13/2020 PM
3350 is where the futures low was and then from there we powered right back up to what I'd call "zero delta" or others would call previous close. My view is there were a lot of people shorting into the cash open and they all had to scramble to cover once the gamma bidding machines […]
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