S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/19/2020 AM
Note: Futures have retraced the late Friday swoon and are trading near 3490. Our gamma index does not pick up that much of a change from Fridays close and is anticipating at a 1% range today. 3500 is still registering as the largest gamma strike, with very little in the way of call positions below. […]
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