S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/08/2020 AM
Note:Futures are flat after a fairly quiet overnight session. We still have positive gamma levels, but the Zero Gamma level has now jumped to 3115 from 3085. We still think 3100 holds the key to a major volatility expansion, but the Zero Gamma levels shifting up is a sign to us that positive gamma (i.e. […]
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