S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/18/2020 PM
Note:The market revolved around 3350 today but there was notable weakness in tech stocks. This weakness isnt terribly suprising given the call burn thats likely taking place. We note that about 60% of equities have their largest gamma position expiring tommorrow. The VIX was only up slightly which is interesting given decent SPX volume and […]
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