SpotGamma™

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

Friday YouTube Live

  • 4400 pinning despite FED, China, AMZN et al
  • Intraday volatility & vanna charts
  • Markets into Sep: contango, Aug vs Sep vol
  • Playing AMZN
S&P high low range has been wide (middle chart) vs close to close vol

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