S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/16/2020 AM
Note:Futures have pulled ahead to 3412 this morning ahead of the FOMC. SPX/SPY have a positive gamma position and Q's are still negative but trending back towards zero gamma. It appears that call positions are building just overhead with SPY in particular.3400 remains the key area, with the Volatility Trigger posted right below at 3390. […]
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