S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/01/2020 AM
Note:Futures are fairly flat to Fridays close despite a tragic weekend here in the US. It was difficult to filter an emotional bias out of todays data, particularly given the unusual shifts in levels. The OI change charts indicate that there we are lot of calls <3040 closed and >3040 added in SPX/SPY on Friday. […]
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