SpotGamma™

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

SpotGamma Gamma Report 1/10/20 PM

Note: 3275 saw heavy volume on call and put side. Weekly calls seemed to dominate today which may explain a bit of the weakness into the close. Things certainly ran out of steam after futures traded to 3290. Overall gamma declines today due to the market being a bit lower, we will need Mondays data […]

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