S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/18/2020 AM
Note:Futures are at the highs of the overnight session: 3386. We saw quite a build in SPY gamma which is back over $1bn. The Call Wall also shifts up to 3450 which is a bit curious as we didnt pick up any significant volume at that level yesterday. We therefore think this is a case […]
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