SpotGamma™

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

SpotGamma Report for: 06/03/2020 PM

Note:Markets were bid for most of the day, never really testing the 3100 High Gamma Strike. It did test the largest "combo" strike of ~3126 lending more credence to this set of levels. Options volume was surprisingly large with 1.5mm contracts trading and a put call ratio of 1.08. Again a large part of that […]

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