SpotGamma™

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

SpotGamma Report for: 05/14/2020 AM

Futures are holding that key 2800 level as we await jobs data this AM. Call gamma, which brings us stability has just been smothered the last 2 sessions as shown in the CP Tilt figure. Backing our "Put Wall" note from yesterday we saw a lot of puts closed yesterday (see OI Change Charts) which […]

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