S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/05/2020 PM
Very interesting day today. The march to 2900 seemed inevitable as the morning opened, what was curious was a complete lack of options volume. Of that very light volume was a Put:Call ratio of 2:1 saying that calls were not powering this move higher - just more "drift". Additionally a lot of the call volume […]
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