SpotGamma™

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

SpotGamma Gamma Report 1/14/20 AM

SPOTGAMMA REPORT Note: Gamma levels all sustain the highs put in yesterday. Interesting overnight dip in futures down to 3276 and back up to ~3285. Zero gamma vol trigger is making a move higher now to 3205 which is obviously very far away ie it will take a lot of selling to get down to […]

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