SpotGamma™

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

SpotGamma Report for: 05/07/2020 AM

Futures are around the 2875 level after touching 2825 overnight. The SG Gamma Index moves a bit more negative which forecasts higher volatility, however 2900 still seems the viable range top. Jobless claims are out this morning and could be a catalyst as an unexpected number could potentially shift us out of the 2800/2900 range. […]

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