S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/09/2020 AM
Not much change overnight as we enter the final day of trading for the week. One of our subs pointed out an article on ZeroHedge with an interesting note from Morgan Stanley: "Tactical Put and Call volumes continue to drop, with on average just $550MM/day of gamma trading in the last week (lowest in 2Y...). […]
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