S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/09/2020 PM
More massive stimulus drove the SPX to test 2800 and driving negative gamma even closer to zero. 2800 strike volume was largest on the day, with a healthy volume level overall. Based on closing levels I would expect a further shift of gamma towards zero and note that we are most likely operating in a […]
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