SpotGamma™

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

SpotGamma Report for: 07/13/2020 PM

Note:Lots of volatility featuring quite a reversal right off of the 3136 Combo Strike. We overlaid the key levels for today on ES here and you can see that once we broke the 3185 Vol Trigger level there was little support. While this doesnt place us in a negative gamma situation it does put us […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.