SpotGamma™

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

SpotGamma Gamma Report 1/22/2020 9AM EST

SPOTGAMMA REPORT With futures higher 3350 is now (again) the high gamma strike, but still by a pretty thin margin. Overall gamma remains very strong at $1.9 billion suggesting we will continue to see a market much like we've been seeing - tight, mean reverting ranges and a target of 3350. Its hard to see […]

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