S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/26/2020 AM
Note:Futures used the holiday market to jump up and tag 3000. This creates an interesting situation now for the S&P500. First, we see the SG Index shift negative which is in contrast to Net Gamma readings which are higher. Why? If you look at the OI change you can see there were a fair amount […]
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