S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/23/2020 AM
A bit of a welcomed surprise today in that gamma comes in a bit lower despite lower futures. Purely from our data we see signs of a bottom - the Tilt indicator has stabilized (use "Strike Chart" link at bottom), high put deltas have been wiped off the board and hopefully we experience some lower […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.