SpotGamma™

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

SpotGamma Report for: 08/12/2020 AM

Note:Futures recover a bit overnight to the 3350 area but there are some big changes in levels. First we saw the Zero Gamma level shift to 3290 which reinforces our thought that 3300 has to hold. You'll see that notional gamma values were all heavily slashed with Q's particularly in the red. One thing that […]

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