SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 05/01/2020 PM

The cash session moved a fairly benign -1% on the day which is close to the expected move implied by the SG Gamma Index. Put volume did start off rather hot and tailed off sharply into mid day, and we saw signs of bullish flow entering towards the close. Also, while SPX volume was fairly […]

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