S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/10/2020 PM
Very strong close today with implied volatility breaking a bit, but nothing convincing. It leaves me with not much new to update - negative gamma levels remain high and the volatility forecast remains unchanged. Its possible tomorrow AM will reveal some major improvement and reduction in negative gamma - but don't see any current indication […]
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