SpotGamma™

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

SpotGamma Report for: 06/24/2020 PM

Note:Markets were weak from the start today fading quickly under 3100, however holding pretty flat most of the afternoon. 3050 proved to be the key area for a pause in SPX with NQ holding 10k. A few things struck us about todays session - first was decent options volume but pretty heavy on the call […]

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