SpotGamma™

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

SpotGamma Report for: 06/25/2020 AM

Note:Futures do not give us much direction here as they are flat to last nights close. Levels have consolidated at 3050 and notional gamma gets a slight boost from the call buying yesterday. We seem to have reestablished the 3100 base at 3050 which gives us a similar setup to yesterday wherein below 3050 opens […]

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