S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/10/2020 AM
From limit down yesterday to limit up today. Whats interesting here is that negative gamma did not drop much overnight and despite the rally. This would indicate to me that not much "put fuel" (i.e. puts closing causing dealer short covering) was used up in this move. That makes this major runup a bit different […]
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