S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/12/2020 PM
Apologies for tonights note being so late - I had some personal issues to tend to with most of our local school system closing due to CV. There is also this an interesting computational issue in that I historically have to iterate prices about 5% up and down to find a negative/positive gamma flip point. […]
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