S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/19/2020 PM
Note:3475 failed to hold today which led to a fairly large drawdown. This is the interesting thing about these gamma levels in that “bad news” seems to matter more when the SPX is under the Vol Trigger. The Vol Trigger is where our model picks up a change in hedging flows. At this level dealers […]
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