S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/12/2020 AM
Daily Note: Little change in both futures and SG levels overnight. This is an interesting point in markets because as SPX price is at the previous Sept record high gamma has seemed to stalled at its previous highs, too. You can this reflected in the gamma returns scatter but also this bubble plot seen below. […]
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