S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/29/2020 AM
Daily Note: Futures are at 3285 with an overnight high of 3310. From yesterdays flows its clear that some ITM puts were monetized as 2-5k contracts were closed at nearly every strike >=3285. Nearly 40k net calls were added to the 3515 strike, and 10-20k added to select strikes around 3400. There was also 120k […]
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