S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/08/2020 AM
Futures pointing to an fairly flat opening as we see an gamma notional a bit more negative. Interestingly the SG Index edges closer to zero showing a divergence in movement. On the face of it with the increased call volume yesterday it would make sense that gamma should come in a bit. The OI Change […]
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