S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/09/2020 PM
Note:Lots of volatility today with nice market turns at key SG levels. We initially opened at that 3175(SPX) Vol Trigger/Combo strike resistance area markets quickly sold off tagging the 3115SPX/3105ES Zero Gamma level. Of course markets rebounded in the afternoon to settle at 3150 SPX. Despite this volatility options volume was very light with 1.8 […]
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