S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/20/2020 AM
Note:Markets rebounded to the 2950 level after testing 2910 (zero gamma level) in ES overnight. The SG Gamma Index moves back toward zero in what seems like a game of ping-pong. Positive gamma just cannot find a footing. One of the more interesting data points from yesterday was about 200k calls were added at the […]
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