SpotGamma™

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

SpotGamma Report for: 03/25/2020 AM

Gamma registered a decent drop overnight to the lowest level in some time. Futures overnight tested close to 2500 before pulling back. From our perspective there is a lot of open interest in and around the 2400-2500 area and if this were a "normal" market I'd be inclined to suggest we stay in this range […]

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