S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/03/2020 PM
The market felt fairly weak into the afternoon before the closing ramp to the 2500 area. We thought the chance of finishing close to 2500 was high due to the large open interest there and also 2500 being the largest options volume strike on the day. Therefore this 2500 level should remain the key area […]
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