S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/28/2020 AM
Futures overnight test 2880 before recovering to 2925. Negative gamma levels essentially unchanged. Obviously we are looking for another day of large volatility. Yesterday stretched our Gamma Tilt indicator more extreme and we have added this chart to the subscriber chart area (click Chart link at bottom of this note). I do feel that the […]
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