SpotGamma™

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

SpotGamma Report for: 11/25/2020 AM

Daily Note: Futures are consolidating to 3625 after an overnight high of 3655. The Call Wall shifts higher to 3700, which confirms this higher market and sets a short term range of 3600-3700. There was clearly a jump in call values yesterday as Gamma/Delta Tilt and the Risk Reversal metric shifted rather violently to the […]

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