S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/19/2020 AM
If we pull out tomorrows expiration the early projection appears we may come in around -$1bn in gamma and a zero flip point closer to 3000. I would add though that we still need to see to where/what these March positions are rolled. So this projection should hopefully improve (meaning less negative gamma and/or a […]
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