S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/17/2020 PM
The markets make a few attempts to break out today but could not pull away from 2500. Interestingly 2500 is currently a very large gamma level. Options volume today was not terribly large, and little traded for the 3/20 expiration. We calculate that at the moment there are about 3mm in the money puts that […]
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