SpotGamma™

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

SpotGamma Report for: 08/04/2020 PM

Note:Apologies for the delay in tonights note - we were without power due to a major storm. They finally took out the High Gamma Strike with ~5mins to go. It was a very prototypical "positive gamma" day with a lot of mean reversion back towards the 3300 area. The VIX also closed back under 24, […]

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