S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/29/2020 PM
Note:The S&P couldnt breach the band of OI from 3340-3350 and closes on the expected SG move. SPX volume was embarrassingly light at 669k and a 1.5PC ratio. Its quite possible traders were sitting tonight in front of tonights debate. There is actually a decent amount of gamma tied to tomorrows expiration. We actually show […]
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