SpotGamma™

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

SpotGamma Report for: 07/21/2020 PM

Note:A tight range in markets today on light volume. We have the VIX expiration tomorrow which can sometimes shake things up, and obviously a lot of earnings due out. The default scenario is a grind up to 3300 and note that that zero gamma level is quite far down. Likely that level would jump toward […]

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