SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 03/12/2020 AM

Trumps speech last night caused an immediate and deep drop in markets causing ES to lock limit during the night. What is quite interesting from an options perspective here is that negative gamma starts to reduce if the market selloff deepens. This is because the bulk of OI is up towards 2800 and we are […]

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