SpotGamma™

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

SpotGamma Report for: 03/19/2020 PM

It is clear that volume was higher for 3/20 but there is still a lot of open interest left. And while we did attempt to catch a bid in the market today it was rejected at 2450 and we closed closer to 2400. It also doesnt appear that changes in options OI was a catalyst […]

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