S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/25/2020 PM
Note:Apologies for the delay in tonights note, there was a personal issue which required immediate attention.Today SPX delivered the protoypical high gamma action with the low being right at the 3314 Combo strike. SPX volume was decent at 1mm contracts and a 1.7PC ratio - which is a bit higher than I'd expect given the […]
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