S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/27/2020 PM
One of the craziest days I have seen as the market made multiple >75pt moves up & down. Put volume was heavy again today and we close with negative gamma slightly higher than where we started. As we noted this morning our charts show negative gamma is somewhat maxed out, and we dont see it […]
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