SpotGamma™

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

SpotGamma Report for: 02/20/2020 AM

Markets pulling back from early overnight highs of 3395 to test key 3375 support area. Total gamma has dropped some, but remains high. 3350 is our key level on a larger decline, with 3400 still large resistance. There was little to no indication of rolling in the OI Change charts and we think that should […]

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