S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/11/2020 AM
Note:ES futures hit an all time high this morning of 3379. SPY has the notable gamma build and is now >$1bn leading SPX by $250mm. Recall this SPX gamma bubble chart where you can see how the positive gamma position is lighter than it was in Feb '20. Equities options activity is still dominant.We also […]
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