S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/30/2020 AM
Futures tested 2970 overnight before reverting towards yesterdays cash close level. We saw a bunch of interesting shifts in levels overnight. First, it appears that there was a reduction in calls at both the 2900 and 3000 strike. There was also a lot of put activity at 2900. Net this leaves 3000 reading as our […]
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