S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/05/2020 PM
What seems to be happening here is the market is trying to balance into this large range. If you look at the highest 3 gamma strikes (strikes with largest combined put+call gamma) you see 3000,3100 and 3050. In a way this is helping contextualize these wild swings and come to settle back into the ~3050 […]
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