S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/21/2020 AM
Total gamma moves lower overnight to $1.3bn firming up our belief that 3350 is holding the line between "buy the dip" and "may not bounce". Zero gamma seems to set in around 3300 which is obviously a substantial move lower and statistically unlikely for today given that gamma is still >$1bn. As there are a […]
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