S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/08/2020 PM
Note:An impressive rally in markets today as the SPX produced a larger gain than expected and closes through the 3400 Call Wall. As today was a weekly expiration there was strong volume in 10/7 SPX expiration with over 110k calls trading >=3400. Compare that to overall call volume of 350k, and the big OCT monthly […]
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