S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/09/2020 AM
Note:Futures have been fairly volatilie overnight touching ~3230 before selling to 3185 and recovering to 3200. Notional gamma reduces again, this is the second day of reduction after large call volume days. As a reminder we want to see call gamma build at strikes overhead to maintain a bullish stance, so this reduction is a […]
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