S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/16/2020 PM
2800 keeps its pull as we now move to April OPEX. Our research seems to indicate that there is relatively small size expiring tomorrow with the exception of the 2800 strike. So in our view the "pin" is what goes away tomorrow and we dont see a large change in either dealer gamma or deltas. […]
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