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Jul 13 2020

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 […]

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Written by Spot Gamma · Categorized: Daily Note

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