S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/16/2020 AM
Note: Futures were fairly flat overnight, holding the 3475 area. Today on the cash open we have approximately 1.4mm puts and 650k calls expiring in SPX. For those of you trading futures we’d exercise caution in and around the opening print as wild, rapid shifts can occur. SPY expires on the close and the bulk […]
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