S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/21/2020 AM
Note:Markets look to a weak open with futures down around 3260. We are now operating with a fair amount of negative gamma which implies that volatility will remain high. It appears the Put Wall shifted from 3250 to 3300 due to a ~15k put increase at 3300. As the SPX goes lower the size of […]
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