S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/29/2020 AM
Note:The data overnight has us putting a hold on the bull case. Futures are consolidating in the 3025 area, with gamma levels lower. Most notable about the data overnight was the drawdown in gamma at both 3050 and 3100 (strike change charts here). It appears this drawdown at 3050 may be more related to put […]
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