S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/06/2020 AM
It appears that macro events are starting to take center stage now as US bonds are making major moves. I would note that (unsurprisingly) any positive movement in our indicators made yesterday have been wiped out, and negative gamma is at/near its largest levels of the past weeks. The 3000 strike which has a lot […]
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