S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/03/2020 AM
Note:Futures are set to open higher this morning, but Notional Gamma in SPX actually declined vs Fridays close. SPY/QQQ have higher gamma, but SPX lower is surprising given that markets are higher which should bring more value to calls and therein more positive gamma. The SPX seems to remain on vacation while short term, single […]
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