SpotGamma™

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

SpotGamma Report for: 07/01/2020 AM

Note:Futures levels are pretty flat to overnight around 3070. Our levels shift to consolidate at 3100, most notably the Vol Trigger. We keep seeing this almost daily shift in levels wherein they group at a single strike. Its a bit unusual and reflects the small position sizes we are seeing in SPX. Unfortunately the overnight […]

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