S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/14/2020 AM
Note:Futures have bounced a bit to the 3160 area. 3150 now shows as the pivot as its the largest gamma line (most calls & puts) but also the Vol Trigger area (3155 ES). Interestingly the High Gamma Strike rolled up to 3250 which appears to be due to ~15k calls added at that strike yesterday. […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.