S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/03/2020 AM
Futures held a relatively tight range overnight as investors awaited the G7 meeting outcome. Its clear that put positions were reduced yesterday based on the Gamma Tilt and also OI change charts. There was a particularly large reduction in puts at the 3050 strike (~100k). Negative gamma has reduced to about half of where we […]
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