SpotGamma™

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

SpotGamma Report for: 04/14/2020 AM

Futures up ~1% this AM and look to test the 2800 level which is where the largest gamma now sits. Market volume is now key - if equity and futures volume is low to average then we may see 2800 be tested, but hold as resistance. I'd also note that the high gamma strike is […]

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