SpotGamma Gamma Report 1/17/2020 AM

SPOTGAMMA REPORT Note: A bit less than half of the Jan 3300 calls rolled away yesterday, still leaving about 15k contracts this AM. This led to gamma at that strike dropping overnight, but its still the high gamma strike.There was little change in levels at 3325 and 3350. Total market gamma remains strong at $1.8bn […]