S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/10/2020 AM
Note:Futures are flat to Fridays close with little change in data over the weekend. The thing that catches my eye today is a continued lack of size overhead. The top 3 strikes by call OI are <=3300 which is likely why we see the Delta Tilt spiking higher (ITM calls, with a higher market). As […]
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