S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/02/2020 AM
Daily Note: Futures have broken higher, tagging 3310 after an overnight low near 3350. Recall we were anticipating a bit more of a positive skew to data this morning given the heavy call trading on Friday. However, it was not call additions but put closures that pushes the gamma data more neutral. You can see […]
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