SpotGamma™

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

SpotGamma Report for: 12/04/2020 AM

Daily Note: Apologies for todays note being a bit late. SG levels are again little changed with futures holding flat. The data still holds the same 3650-3700 range as seen for the last several days. Our SG Implied move continues to forecast tighter trading ranges with infers positive gamma building in this immediate price area. […]

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