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May 29 2020

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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Written by Spot Gamma · Categorized: Daily Note

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