SpotGamma™

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

SpotGamma Report for: 03/04/2020 PM

Yet again - huge move in the markets. Many are calling this a "Biden Rally" but I think Biden was just a small removal of risk, enough to get implied vols to come down and start the buyback positive feedback loop. As the market hung out around 3050 today the VIX started to come down, […]

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