S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/27/2020 AM
Futures are currently up from Fridays close to the 2850 area. Our SG Index now moves to ~0 and we saw a jump in the CP Tilt Index, which implies a pickup in call activity relative to puts. Both of these signals are bullish and forecast a further decline in volatility. 2850 should now setup […]
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