SpotGamma™

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

SpotGamma Report for: 02/18/2020 AM

Markets are down some in reaction to AAPLs profit warning. Market gamma still reads high, with our key levels to watch today being 3350 and 3375. We should have dealer support into market selling, particularly if we're above 3350. The key question(s) for today are: 1) will there be a lot of put buying/hedging 2) […]

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