SpotGamma™

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

SpotGamma Report for: 06/05/2020 AM

Note:Futures tested 3150 overnight before retracing a bit to the 3135 area. There is a bit of a conflicting signal in net gammas: our SG Index shifts lower but standard notional gamma measurement is a bit higher. The Tilt indicator had quite a retrace from the large jump on Wednesday. This divergence between the SG […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.