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

SpotGamma Gamma Report for: 1/23/20 AM

Singapore confirmed a virus case this AM and that appears to have pushed the premarket a bit lower. Intestingly 3350 grew a touch in gamma overnight despite overall gamma dropping to $1.5bn. A break of 3300 would place gamma under $1bn and be a bearish signal which could spur a quicker move lower to around […]

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