SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 02/28/2020 PM

Wow! Of all the things to come out of today, the velocity of that move into the 4:15EST close was most amazing. We had more or less known that move like that was quite likely buy very difficult to time. It was quite a combination of negative gamma, puts expiring, short covering and apparently month […]

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