SpotGamma™

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

SpotGamma Report for: 04/17/2020 PM

The market closed near the highs as a fair amount of SPX and SPY is now expired. We do think that some of this buying was dealers covering remaining shorts. As we mentioned previously, Monday may be when we see a tick up in volatility and are anticipating a move outside of the 2900/2800 range. […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.