S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/24/2020 PM
2800 held until midday and then pushed higher, topping out near 2850 and near yesterdays high. VIX was down sharply on the day, which is bullish as lower implied volatilities can push dealers to buy futures. We look for gamma to break its range on Monday due to the decent amount of gamma that expired […]
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