S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/29/2020, AM
Futures solidly higher this morning on positive earnings. We anticipate a quiet start to the day leading to the FOMC at 2. 3300 is currently the high gamma strike but its level is not particularly large. Overall gamma should breach $1bn prior to hitting 3300 which provides volatility (price) suppression for the market. We'd look […]
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