S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/02/2020 AM
Note:Futures push higher to 3550 this morning, which is where our Call Wall now sits. There is little in the way of call options in SPX above here, and that is supported by looking at the Gamma Graphs below. Note the notional gamma (horizontal blue line) declines after 3550. Compare that to QQQ which doesnt […]
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