S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/05/2020 PM
Futures are building on gains from yesterday and there is little change in levels overnight. We remain in this grey gamma neutral area between 2800 & 2900. Yesterdays Open Interest charts showed interesting activity in puts wherein the change in open interest was net negative from ~3100 to ~2850. This indicates puts were closed into […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.