S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/11/2020 AM
Daily Note: Futures have shifted down to 3630 overnight, breaking through our key 3650 level. The Volatility Trigger is our most important risk indicator and has jumped higher to 3645. This implies that downside risk is high as dealer selling may increase if markets shift lower. You can see here just how quickly this Vol […]
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