SpotGamma™

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 […]

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