S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/20/2020 AM
Daily Note: The SPX closed at session highs, up 40bps. Immediately after the 4pm close futures gave back 10-15 handles to close flat. We're not anticipating any material changes in markets into tomorrows AM OPEX. We still mark about 50% of stocks & ETF's with their largest gamma expiration on the close tomorrow. Macro Note:3500-3600 […]
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