S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/01/2020 AM
Note:Futures are back testing yesterdays 3380 highs with gamma notional levels positive in the S&P. There is a divergence here though as our SG Gamma Index is slightly negative which implies a fairly volatile day. If you review the Combo Strike setup you can see that the gamma bars are negative <3370 indicating lack of […]
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