S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/16/2020 PM
Note:Quite a weak close for markets which may well be related to call hedge unwinds. There was a lot of calls expiring at the 350 in SPY which makes this 3PM reversal off of 349.90 so interesting (chart).While we were anticipating markets to hold 3500 this week, we look for an expansion in volatility next […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.