S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/09/2020 AM
Futures locked limit down for most of the early morning as we test 2800. A quick note from Aug 2015 when the market opened limit down. To calculate the S&P500 index price all S&P500 component stocks need to open - and that is generally delayed during locked limit openings. Because that price can't be calculated […]
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