SpotGamma™

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

SpotGamma Report for: 12/09/2020 PM

Daily Note: Markets quickly faded under the 3700 Call Wall this morning and were down ~130bps at their lows before an end of day bounce. That bounce brought the market but up into the SG implied range of 85bps. We don’t find that end of day move back into the SG range coincidental, as dealers […]

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