S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/21/2020 AM
We saw an attempt at a rally just after expiration this morning only to see strong selling come in and eventually break the market lower. While we had anticipated lower negative gamma it was offset by the 100pt move lower in SPX. From my perspective it looked like after the AM OPEX we just saw […]
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