S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/23/2020 AM
Futures advance to the 3275 area overnight. Like yesterday we see little to no change in most levels, but the concentration of gamma at 3300 increases. The SPY notional gamma appears to be larger than SPX, which happens on occasion and possibly reflects higher retail activity. The SPY High Gamma area is 330 which matches […]
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