S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/25/2020 PM
Its clear today that while the market moved higher most of the afternoon put buying and call selling persisted. This left us with an imbalance of dealer short deltas into the close, and meant most likely they had many futures to short to get to delta neutral. Combine that with negative gamma and you get […]
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