S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/29/2020 AM
Note:Futures were fairly quiet overnight and are poised just under the Zero Gamma area of 3050. Notional gamma levels shifted more negative indicating we had more put additions than Fridays data would imply. You can see this reflected in the Gamma Tilt indicator (here). Our SG Index is forecasting a 1.7% (1 SD) move today, […]
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