S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/14/2020 AM
Note:Futures are at 3510 after a quiet overnight session with a slew of banks reporting this AM. Gamma levels are flat to yesterday, but we saw a change in positioning around 3525. A bit similar to Mondays big volume at 3500 there was large volume at 3525 (45k puts, 25k calls). This fills in the […]
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