S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/04/2020 AM
Note:Gamma holds positive as SPX has staged a small rally back to 3475. Our read on SPX is that this was a consolidation of sorts, and we didnt detect any real hedging flows. The SPY and QQQ are both in negative gamma territory. These products have been more active than SPX which increases their signal […]
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