SpotGamma™

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

SpotGamma Report for: 11/06/2020 AM

Daily Note: Futures have pulled back a bit to 3485 after testing 3460 overnight. The VIX has bounced too, up to 28.50.  The Call Wall did not shift higher indicating the market needs some time to consolidate here. Despite this, positive gamma has spiked meaningfully the last several days and our SG Gamma Index is […]

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