S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/31/2020 PM
Note:Volatility was the word of the day capped off by that rip into the close. The market did stay contained to the SGI estimated move of 1.3% and amazingly closed almost perfectly flat to its cash open level. Even though the move was over >100 handles it still felt very mechanical. This morning we talked […]
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