S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/30/2020 AM
Note:Futures are flat to last nights close with a fairly tight overnight range. Our levels have all consolidated around 3050, with another large move (~2%) implied by todays SG Index. You can see that these notional gamma measures are more negative today despite a higher market. As mentioned last night this is due to the […]
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