S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/21/2020 PM
Note:The market rejected hard from the 2975 resistance area (Vol Trigger and High Gamma Strike). What I find quite concerning about the market is how quickly we break down 35-40 handles. There is a real lack of stability/liquidity to markets which feels ominous. To that point we printed ~680k contracts in SPX today. The average […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.