S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/09/2020 AM
Note:Futures have recovered some this morning to 3365. Both the Vol Trigger and Zero Gamma line have shifted down to 3340, which is due to puts at nearly every strike >3370 being net closed. There was a sizeable addition to 3200 puts (~13k contracts) which is now the Put Wall. Note the OI Change Charts […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.