SpotGamma™

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

SpotGamma Gamma Report 1/8/20 PM

Note: Implied vols really dropped following Trumps comments and the market was bumping up against 325 SPY resistance throughout most of the day. Long gamma has really built back up and we look at 3250 as support now (assuming no major news overnight). Large options volume at 3250, but also 3275 and 3300 may move […]

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