S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/01/2020 AM
There was a sharp move lower in futures overnight as we test the 2850 area. The SG Index reads negative with the market back into this "gamma neutral" zone of 2850-2900. The interesting thing to note about many of these larger moves recently has been that they happen with the cash market closed. It seems […]
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