S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/05/2020 PM
Note:Pretty amazing session. We've been talking about the negative gamma feedback loop and it came in force today. The appetite for calls is unrelenting (see here). Add in stimulus and we get the feedback loop of forced buying and FOMO buying (and fear of missing out). Today we print 1.8 million contracts with a put […]
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