S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/04/2020 PM
Futures slid overnight and are currently holding 2800. Call positioning is very weak as can be seen as in the Tilt Index which showed a major drop. Our SG Gamma Index also shifted lower which implies a higher rate of SPX volatility. The 2800 strike is very important as it is the last strike with […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.