S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/15/2020 AM
Note:Futures were very active overnight touching 2920 at the lows and recovered some to the 2970 area. Our Gamma Index shifts lower with all the put action from Friday. Looking at the open interest change we saw a rather large strip of puts closed >=3040. Quite interesting when you consider the SPX closed at 3041. […]
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