SpotGamma™

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

SpotGamma Report for: 11/16/2020 AM

Daily Note: Our 3600 target appears to have been achieved as futures are markedly higher at 3615. 3600 remains the largest gamma strike and is a level that should remain into play through 11/20. As it is expiration week we generally look for low volatility levels as SPX dealer flow tightens around large OI strikes. […]

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