SpotGamma™

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

SpotGamma Report for: 09/18/2020 AM

Note:Futures hold 3350 after a fairly quiet overnight. Despite this gamma levels took a negative tone, but its tough to read into much of this data as so much is expiring at the open. We note that roughly 2mm puts and 900k calls roll off in SPX today, the bulk of that at the SPX […]

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