S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/02/2020 AM
Note: Futures were down sharply testing the 3300 level which pushes us through the Zero Gamma level. While technically this places us in a negative gamma position we still consider 3300 critical support. As you can see here a break of 3300 could "turn on" large put gamma positions from 3250 down through 3200. The […]
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