S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/13/2020 AM
Futures hit a low of 2825 overnight before rallying back towards 2875. 2840 seemed to offer support for most of the night which is interestingly the Delta Neutral price. Gamma shifts negative but levels do not change all that much. Zero Gamma and the Vol Trigger are both at 2900 which is also the largest […]
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