S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/21/2020 AM
Note:Futures pulled back some overnight to the 2950 level but held a pretty tight range. We see (and have been seeing) both the Zero Gamma level and Vol Trigger shift higher over the last several days, and the Vol Trigger actually above moved above SPX to 2970. This is interesting because if you look at […]
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