S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/19/2020 PM
Note:A very sharp reversal in markets reiterates how poor liquidity is. SPX options volume was the lowest in recent memory which shows a lack of follow through in this move higher. While we only gave back ~1% of yesterdays +3% move, I can't help but recall the two previous attempts the markets made at this […]
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