S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/03/2020 AM
Note:Futures are set to test the High Gamma Strike of 3100 this morning as the run-up continues. We saw notional gamma levels increase overnight and the 3100 level grow in size. It seems like there was more activity far out of the money yesterday in SPY & SPX with calls being opened >330/3300. We can't […]
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