SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 09/14/2020 AM

Note:Futures are up a bit which pushes SPX/SPY into positive gamma territory. Q's are still holding a solidly negative gamma position inferring greater tech volatility.As mentioned late last week the dominate OI position for Sep OPEX (Friday) remains 3350 & 3400, and our levels reflect that. 3350 had 77k calls and 56k puts trade Friday […]

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