S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/22/2020 AM
Futures up a bit this morning and negative gamma moves down. The SG Index shifted into the cusp of the "danger zone" wherein the estimated 1 day SPX return (cash open->close) is now 2%, from 1% yesterday. This simply means that the volatility forecast has increased. The tricky part of trying to evaluate the current […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.