SpotGamma™

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

SpotGamma Report for: 06/08/2020 AM

Note:Futures held a pretty tight range overnight and are at 3200 currently, which is highlighted as our key strike today. The SG Index is higher which suggests a tighter trading range today, but not quite that much considering how high call volume was Friday. Its notable there was a drawdown in notional gamma. This is […]

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