S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/05/2020 AM
Back down we go as futures are testing 3050. Nevertheless gamma is less negative than we had at the start of day yesterday backing up the notion that some puts were closed. It didn't appear that much in the way of calls were added which is not great if your looking for less volatile markets. […]
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