S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/15/2020 AM
Futures holding 2850 overnight. Whats quite interesting about the latest data is a convergence of indicators at that same 2850 level (Zero Gamma, Vol Trigger, Delta Neutral). The Put Wall shifts lower to 2750, and the Call Wall is picking up no positive strikes for miles (its far away). The SG Gamma Index forecasts a […]
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