S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/20/2020 AM
Markets today are showing some reversal of Fridays ramp higher with futures quite interestingly at the ~2815 level. I mark this as interesting because this is the delta neutral price from Fridays close. Oil is obviously a big story and while we do not have any comments about that market its notable that high volatility […]
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