SpotGamma™

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

Market Analysis

Fed Day Market Move from a Gamma Perspective

Equity markets had an incredibly volatile day on 7/31/19 triggered by actions of the Federal Reserve. Its our view that the moves were exacerbated by the positioning of dealers in S&P 500 options. A quick wave of selling entered the markets just above 3000, pushing the market under our “volatility trigger” level of 2995. At […]