SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 04/13/2020 PM

Very light options volume today with 2750 strike volume being the highest. There was an interesting divergence between Nasdaq (+1%) and SPX (-1%) today, with most of the SPX selling done premarket it suggests not much selling strength. Outside of that it was a rather dull day. We've added in a new measurement to the […]

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