SpotGamma™

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

SpotGamma Gamma Report 12/26/19 AM

Note: Gamma appears to be "burning off" a bit, but remains overall quite high. There is not growth in gamma size at the strikes overhead which is what we'd like to see to help build the bullish case. 3250 is our current top of our range an due to this large market gamma level we […]

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