S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/21/2020 AM
Note:Futures are flat to last nights close with notional gamma down a bit overnight. 3400 remains the top gamma strike and overhead resistance. We note that 3375 was added as a large OI strike, so the SPX gamma is now fairly well dispersed from 3350-3400. Whats a bit curious about this expiration is so much […]
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