SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 10/22/2020 AM

Daily Note: Futures have drifted lower overnight to 3420 and with that gamma levels drift a bit lower too. 3450 seems to be setting up as dividing line as seen here. You can see that above there are some positive gamma strikes which infers support, but we likely have negative drift if under 3450. The […]

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