S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/30/2020, AM
Overnight futures tested the zero gamma level, and that level holding is obviously key. This area is where dealer influence on the market is zero, however if we break ~3240 that negative gamma kicks in and we could face a larger drawdown as dealers sell as the market moves lower. Similarly there is little resistance […]
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