S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/07/2020 AM
Note:Futures consolidated a bit overnight and our data seems to be more or less unchanged this morning. SPY gamma notional did go from ~$800mm to ~500mm which is a bit odd for a bullish, non expiration day. Its worth noting that the Zero Gamma level has been creeping up to the 3250 area which reflects […]
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