S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/13/2020 AM
Note:Futures were quite flat overnight. There was not much change to gamma levels with from yesterday which is interesting given the 1.5% move higher. We now have less positive gamma then when the market was at this level two days ago. If there is an unique aspect to this its that net gamma is lower, […]
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