S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/02/2020 AM
Yesterday appeared to have done a bit more damage to many of our indicators than I was anticipating. The Tilt indicator dropped rather sharply and some of the realized volatility metrics made fresh highs. There was some sizable volume that showed up yesterday at the 2500 strike in both puts and calls, and that is […]
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