S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/12/2020 AM
Markets little changed overnight and we have key levels shift a bit more positive than yesterday: 2900 large support with light resistance more in the 2930-2940 SPX area. Should cash markets open >2940 we may see that 2930-2940 become support. Many of you have noticed we have been tracking the 25 Delta risk reversal in […]
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