S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/06/2020 AM
Note:Futures are flat to last nights close indicating an open around 3400. Gamma levels are fairly flat but are estimating a bit less volatility then we've seen over the past week. Not surprisingly the largest interest area shifts from 3350 up to 3400.If the market can sustain the rally up into 3500, gamma notional levels […]
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