S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/11/2020 AM
Daily Note: Futures are bid this morning, up to 3571. We're seeing a general shift in the options "structure" from <=3500 to >=3600 which is what we like to see to confirm higher SPX prices. 3600 is now the largest gamma strike, and ZeroGamma if shifting up under 3500. You can see in the chart […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.