S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/30/2020 PM
Futures pushed down to 2900 just before the open and that led the 2900 strike to hold the market in. The low in SPX was ~2892 but interestingly and most of the mid day highs corresponded to 2900 in ES futures. Volume was decent today and centered on the 2900 strike which indicates our gamma […]
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