S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/26/2020 PM
Note:Markets followed through and gave us a pretty large move today closing near the 3300 mark. The "amount" of gamma is a very popular topic these days with traders seeking to identify the flip point, but we think there is real value in the gamma based volatility forecasting.The VIX dropped hard and SPX options volume […]
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