S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/30/2020 AM
Note: Futures are around 3310, recovering a bit after testing the 3290(ES)/3300(SPX) area overnight. Its notable that futures dropped 65 handles from peak to trough following last nights spectacle. Official gamma flip points remain in the 3325 area but we mark 3300 as the "line in the sand".Despite the very light SPX options volume yesterday […]
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