SpotGamma™

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 […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.