S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/21/2020 AM
Daily Note: NOTE TO FOLLOW PREOPEN Macro Note:Both futures and SpotGamma levels are little changed overnight. Much like yesterday market movements may be dictated by stimulus headlines. With current options positioning the 3400-3500 range is quite flat in gamma terms, meaning we wont see a material change unless we break under 3400 or over 3500. […]
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