SpotGamma™

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

SpotGamma Report for: 12/09/2020 AM

Daily Note: Futures had a fairly quiet overnight session and are holding just north of 3700. There was a fairly large jump in positive gamma levels in the SPX, which when combined with the SPY nets around $2.5bn - the largest figure "post-Covid". You can see in the chart below that this is a "breakout" […]

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