SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 10/13/2020 AM

Note:Overnight futures consolidated to 3510 before popping back to 3525. The SG Gamma Index pushes up to new recent highs with the Call Wall shifting to 3550. There were some large jumps in both Gamma Tilt and Delta Tilt. Both of these metrics are a ratio of calls:puts and reflect not only the large call […]

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