S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/07/2020 PM
Note:Another mean reverting type day with 3350 proving to be big resistance. Its interesting to compare the difference between NDX's return (-1%) and flat SPX given NDX gamma is ~0 and positive for SPX. SPX volume data was 1mm contracts - but a tremendous amount of this volume was in todays expiration. This means small […]
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