S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/10/2020 PM
Note: SPX opened strong out of the gate today only to succumb to strong selling in the afternoon. It was interesting to see the market check 3400 after the initial test down - it felt to me like some deltas shifted or hedges were closed before proceeding down towards the 3350 Zero Gamma area. […]
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