S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/13/2020 AM
Note:Futures are testing 3200 after a fairly quiet session. The data from Friday shows that many calls were close <=3190 in SPX and rolled out however our "High Gamma Strike" did not shift up. As we mentioned on Friday we look for the market to test this 3200 level, and for it to then roll […]
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