SpotGamma™

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

SpotGamma Report for: 05/28/2020 AM

Note:Futures are roughly flat to where we closed, with a jobs report out later this morning. The SG Index shifts a bit more positive and the High Gamma strike moves to 3050 which is a good sign for bulls. The Vol Trigger and Zero Gamma level both converge around 2960 which interestingly is the low […]

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