S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/16/2020 PM
Markets essentially unchanged from the open/limit down to start the day. Option volume was actually a bit lighter than its been at 1.9mm contracts. We did scan the 3/20 OPEX and did not see much to note in terms of volume at those key strikes of 2800-3000. The VIX is also over 80 as implied […]
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