S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/12/2020 AM
Note:Markets are staging a rally this morning with futures around 3050. 3000 now comes up as the major support level and largest gamma area. Surprisingly there wasnt much movement in the zero gamma/vol trigger strikes, with ~3065 showing as the flip zone. Probably the most interesting metric out of yesterdays move was this Delta Tilt […]
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