S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/24/2020 AM
Note:Markets move higher into record territory, buoyed by Trumps statement last night. Our initial post-OPEX range into September expiration is setting up as 3400-3450. There was not much change in SPX/SPY gamma levels, which maintains the expectation of a prices which are mean reverting with a positive bias. QQQ starts off in negative gamma, and […]
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