S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/24/2020 AM
Note:Futures are down testing the 3095 area after a relatively calm (but lower) overnight session. We could have an interesting setup at open which may have us start under the key 3100 level. This is our gamma flip line (3100 largest gamma strike, 3107 Combo Strike, Zero Gamma = 3101(ES), VT = 3105(ES)). The Put […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.