S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/25/2020 AM
Note:Futures hold the 3250 area with little shift in levels overnight. One of the more interesting developments after Sep OPEX was a fairly significant drop in the Call:Put gamma ratio as seen here. Sept OPEX dropped a lot of calls, and there doesnt seem to be an appetite to rebuild that position. This has our […]
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