S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/06/2020 AM
**NOTE: In the previous note I incorrectly noted 2900 as the High Gamma strike, it should be 3000.** Futures overnight bounced off the 2845 level which is just at the volatility trigger and a large gamma level of 2850. Despite little volume yesterday there was a few interesting shifts in key levels. First the High […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.