SpotGamma™

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

SpotGamma Report for: 06/04/2020 AM

Note:Futures have pulled back to 3100, which grew quite a bit in "gamma size" overnight and coincides with a large jump in the SG Gamma Index. This is our largest positive gamma reading since Feb. Not only was that largest volume/high put call ratio prevalent in SPX yesterday, apparently equities had a putcall ratio of […]

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