S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/27/2020 AM
Note:Futures were fairly volatile overnight trading to 3020 -> 2985 ->3035. The SG Index and gamma notional readings both shift more positive. I have to admit that this is an unusual setup. First, options volume continues to be somewhat dominated by the weekly expirations. I think this is creating some of the "stability" issues as […]
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