S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/14/2020 PM
Note:Markets started strong out of the gate in what was likely a short cover rally to 3400. Friday did close with a bit of a negative tilt, and we estimate some short hedge unwinds came in at the open as VIX traded down and the rally stopped hard at a large OI strike (3400). We […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.