S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/26/2020 PM
Note:The open essentially marked todays high and set us for an initial test of 3000. Then late in the afternoon negative US/China news hit the tape and pushed us under 3000 (the High Gamma strike) and closing the market down ~1% (close to the SG predicted move of 0.95%). It is not often that the […]
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