SpotGamma™

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

SpotGamma Report for: 03/18/2020 PM

Put volume was quite heavy today with an SPX putcall ratio of ~2.5. Volume for the 3/20 expiration picked up quite a lot today and I believe a bunch of it was puts closing into the second leg lower. This may have been part of the reason for the lift higher into the close. Tomorrows […]

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