S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/19/2020 AM
Note:Futures are testing new highs this morning around 3395. There was not much change in levels overnight, but that could change starting today as August Expiration positions are closed and/or rolled. SPY remains the standout as it continues to hold large gamma size over vs SPX (infers larger retail activity). Single stock call gamma also […]
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