S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/20/2020 AM
A strong rally overnight in futures touched the 2500 level only to back off some to 2450 area now. Gamma drops to $1bn and the zero gamma level moves down a bit to 3100. The key to the options market helping to drop volatility will now be to see where new positions are added for […]
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