S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/28/2020 AM
Daily Note: Futures have broken down to 3340 which now places the market in control of puts. As we have discussed at length the big concern at this price level is for volatility to rapidly expand. This is because there are large Dec put positions and as the market pushes lower it may activate heavier […]
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