S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/11/2020 AM
Futures tested 2950 overnight only to pull back towards 2900, a level which remains support. The SG Index shifted from negative to positive which indicates lower volatility levels (i.e. less SPX movement) for the day. We also see an interesting convergence of the High Gamma Strike and Vol Trigger at ~2930 which indicates a pocket […]
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