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 […]