SpotGamma™

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

SpotGamma Report for: 08/06/2020 AM

Note:Futures made a few runs to 3330 overnight but were rejected both times, currently ~3315. Notional gamma levels in SPX & SPY declined presenting some interesting shifts. The High Gamma Strike jumped to 3400, with 3000 the Top Absolute strike. This is because puts were added to 3300 & 3350, with a decent ~10k chunk […]

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