S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/28/2020 AM
Futures extend the rally to 2900 overnight as we extend into positive gamma territory. The High Gamma Strike did shift higher to confirm the move to 2900, which should now act as a pin/magnet level as there is a fairly large amount of interest at this strike. We therefore look for the SPX to hold […]
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