S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/04/2020 PM
Note:It was a very typical "high gamma" day today with the market mean reverting around 3100 and within the expected SG Range of 0.6%. Once again the SPX/SPY combined strike was in play at 3104 in SPX. Options volume returned to anemic levels, but with a PC ratio of 1.8. I don't know what happened […]
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