S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/05/2020 AM
Note:Futures push higher to ~3315 and we show the VIX testing 23. The other day we mentioned the breakdown in realized volatility, and that seems to have picked up steam given the "pin" type movement of the last few days (chart). This may of course impact implied volatility and could continue to be a tailwind […]
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