S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/20/2020 AM
Daily Note: Futures are syncing back with yesterdays closing levels after a brief test of 3540 overnight. SG levels are mainly unchanged ahead of the AM SPX OPEX. As mentioned several times this week this SPX OPEX isn't particularly large, but there is a lot of single stock names with large expirations. We'd therefore anticipate […]
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