S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/19/2020 PM
3390 held strong today as the market closes a bit higher. Volumes were largest at 3375 but also in overhead calls like 3400 & 3500. Feb OPEX volumes in the key call strikes were decent but not terribly large compared to the open interest, so it suggests there is some size left to roll. The […]
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