SpotGamma™

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

SpotGamma Report for: 07/06/2020 AM

Note:Futures rallied overnight to 3170. I'd note Shanghai is up ~6% today. The SG Index & Notional gamma levels shifted higher which should help support markets - higher positive gamma infers dealers will "buy dips" as we see 3200 in reach. 3200 lines up as the Top Gamma strike as well as the max SG […]

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