S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/03/2020 PM
Note:Welcome to the call gamma unwind, and a pretty fascinating day. For a while we have been talking about how we had to mentally adjust SPX gamma levels due to all this single stock gamma and today was a great example as to why this is. SPX only traded about 1.3mm contracts on a 1.75PC […]
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