S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/22/2020 AM
Note:Futures are back to cash closing levels after testing 3250 overnight. Obviously with yesterdays volatility we see a bunch of changes in levels, too. Notably it appears puts were net closed at strikes >3280 which supports our notion yesterday that dealers were buying back short hedges. Recall the Put Wall was 3300 yesterday, and that […]
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