S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/07/2020 AM
Note:Futures initially pushed lower to 3330 overnight before recovering to 3375, squarely between the large 3350/3400 interest areas. The overnight update to our SG Gamma Index shows both SPX & NQ are sitting with very flat gamma positions. It appears Trump took to Twitter offering various “light stimulus” proposals which has helped stabilize things.There was […]
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