S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/01/2020 PM
Note:The market moved in very steady fashion to the 3060 area where it stalled out, only to close a few handles above the 3050 High Gamma Strike. Options volume today was light and on the call side was dominated by todays expiration. I estimate about 1/3 of total call volume today was in strikes that […]
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