S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/02/2020 AM
Note:Futures move ahead overnight and are testing 3125, and we have some pretty clear levels for today. Notional gamma does push positive as futures hold that key 3100 strike, and that is our "safety" support line for today. Yesterday there was fairly large volume in calls and puts (~40k each) at the strike, indicating its […]
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