SpotGamma™

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

SpotGamma Report for: 02/18/2021 PM

Daily Note: Markets again start weak, bouncing from the 3885 Zero Gamma line and reverting back to 3915. We anticipate this same level holding into tomorrows 9:30AM EST expiration. SPX options volume was solid at 1.2mm contracts and a 1.6PC ratio. When we discuss positive gamma, both yesterday and today's moves are the type we […]

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