S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/27/2020 AM
Note:Futures are flat overnight ahead of the Feds 9AM EST comments. The most notable thing about the data was a drawdown in SPX gamma which is surprising given yesterdays 1.1PC ratio and 1% higher market. The other interesting change is the strike now with the highest total gamma (Absolute) has shifted to 3500. The OI […]
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