S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/26/2020 AM
Note:Futures are rangebound and are currently around 3065. Levels create a bit of seperation today with 3100 the key overhead strike and 3075 our gamma flip line. I have to check some data to confirm this but it seems unusual that the Vol Trigger keeps shifting to just above where futures are trading. This is […]
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