SpotGamma™

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

SpotGamma Report for: 06/10/2020 PM

Note:Markets tested 3220 overnight and are now back to 3200 as we wait for the Fed later today. The SG Index and notional gamma levels both move a bit lower, and we see that Zero Gamma level up towards 3075. If we continue to lose positive gamma the ZeroGamma/Vol Trigger levels should continue to pull […]

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