SpotGamma™

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

SpotGamma Report for: 12/08/2020 AM

Daily Note: Futures are off last nights close, down to 3670. Gamma levels have not shifted much, with 3650 key support and 3700 resistance. There was little activity at strikes >3700 which to us indicates the appetite for markets to shift higher isn't yet there. Realized volatility continues to come in as seen here, but […]

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