SpotGamma™

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 […]

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