S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/18/2020 AM
Note:Markets remain fairly flat overnight with futures around 3100. Gamma notionals are fairly unchanged with levels consolidating at 3100. The most notable move is a shift up in the Vol Trigger to 3110(ES), while our Zero Gamma level remains near 3050(ES). On occassion we see large jumps up in this metric, but they often don't […]
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