S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/01/2020 AM
Daily Note: Futures pushed higher overnight and are near overnight highs at 3660. With the move higher we see gamma levels in the S&P build to over $2bn notional (SPX+SPY) which typically indicates mean reverting market action in the context of upward - trending prices. It also often leads to a reduction in volatility. With […]
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