S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/08/2020 AM
The overnight session is where market moves have been happening and last night was no different. Futures touched 2925 before pulling back to 2900 ahead of the AM jobs data. The SG Gamma Index remains negative which again implies higher volatility and supports a cash session move of >1%. If 2900 holds to the cash […]
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