S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/19/2020 AM
Note:Futures are up ~1% to yesterdays close at 3125 after a fairly calm overnight session. SPX AM options expire at the cash open and so we may see a bit of volatility into and around 9:30EST. SPX PM, SPY and equities are expiring at the close and the S&P Index rebalances which mark the close. […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.