S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Gamma Report 1/6/20 AM
Note: 3210 in SPX is where we see losing $1bn and gamma, and while that isnt the zero gamma "vol trigger" we think it wouldnt take much to slip down to the 3165 zero gamma area. The put wall has alos moved higher to 3150, so we are viewing this as a target area for […]
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