S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/27/2020 AM
Daily Note: Futures traced a fairly tight range overnight, holding the 3390 level. Flows yesterday created some interesting shifts in the options landscape. Gamma marks remain roughly the same, with 3400 as the key flip line. Our tilt ratios shifted more negative as did our risk reversal indicator. This indicate put positions did gain vs […]
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