SpotGamma™

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

SpotGamma Report for: 08/10/2020 PM

Note:Once again a very typical high gamma mean reverting trading day. We spent most of the day in and around that large Combo level of 3355 - and this day will likely lead to pressure on implied volatility (VIX). This in turn places a bit more of a bid to markets.Once again we saw very […]

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