S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/23/2020 AM
Futures very quiet overnight and are currently around the 2800 level - a fairly remarkable lack of volatility given the last 2 months. On that note its worth mentioning that many risk systems use a 30 day trailing window to price volatility and other risk metrics. This means that the massive moves higher in VIX […]
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