S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/10/2020 AM
Note:Futures are holding that 3400 area after a fairly quiet overnight session. Gamma levels recovered some, but the Vol Trigger now shifts to 3400. Its clear based on yesterdays flows that we had puts net closed at strikes >3425 and there was about 80k in volume at 3400 (40k each puts/calls). This seems to reinforce […]
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