S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/17/2020 AM
Note:Futures remain flat to last nights close as we expect some volatility into and around the open. During recent monthly expirations there have been several cases of wild opening prints (see here) so its something to be aware of. Also because so much of the SPX expires at the open we generally recommend watching SPY […]
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