SpotGamma Report for: 08/14/2020 AM

Note:Futures took another shot at the 3380 level overnight before rejecting and selling off to 3350. There wasnt much change in data levels with the exception of SPY gamma which jumped to $1.1bn overnight. Checkout the slope of that SPY gamma (blue line in SPY chart at bottom) - its very steep! SPY is ~336 […]