S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/15/2020 PM
Futures test 2800 and settle a few bps lower than the open. Volume was decent today but edged towards puts which should push us away from the zero gamma point. 2800 was the dominant volume strike again and we feel it should be in play until Fridays OPEX. Its interesting that sentiment seems to have […]
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