S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/30/2020 AM
Daily Note: Futures are near last nights close, but did test 3225 earlier overnight. As mentioned last night we think the default move here is lower based on the negative gamma position and likely addition of election hedges. The selling here (despite whatever the prevailing narrative is) is very mechanical and appears to correspond with […]
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