SpotGamma™

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

SpotGamma Report for: 12/03/2020 PM

Daily Note: The market seemed poised to break towards 3700 when vaccine news hit and derailed the rally. It was a sharp drop from 3680 into 3660 before we caught a small bounce to close essentially unchanged. Through our lens we would credit the bounce to high gamma and the mean reverting action that tends […]

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