SpotGamma™

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

SpotGamma Report for: 07/28/2020 AM

Note:Futures had a fairly active night touching 3245 and pulling back to 3215 overnight. Currently they are around 3225, and despite that movement we anticipate a quiet day ahead. Notional gamma levels did build some which is a good sign, but on the Combo charts we are still seeing this band of gamma from 3225-3250. […]

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