S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/18/2020 PM
Note:We did get a bit of excitement at the open, that that positive gamma mean-reversion kicked in to close that loss and deliver a fairly quiet afternoon. The SPX did add 35bps, but the VIX closed higher too. SPX volume was light and so we do not anticipate much change in levels overnight. The NDX […]
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