S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/18/2020 AM
Little change to gamma levels overnight. Futures are currently at 2400 which holds a lot of gamma associated with it (~$8bn). We are getting a lot of questions about Fridays OPEX and want to expand on it a bit. There seems to be a consensus that its a very bullish event, but I would walk […]
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