SpotGamma™

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

SpotGamma Report for: 11/27/2020 AM

Daily Note: Both ES futures and SG levels are little changed to start this half day session. 3700 has grown in gamma size which suggest that the SPX options structure is shifting higher and SPX prices should follow. Today appears to be a very small expiration in equities with only a small percentage of names […]

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