S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/15/2020 AM
Daily Note: ES is at 3665 with futures at the highs of the overnight session. After yesterdays trading we are essentially left with one large positive gamma strike at 3700, then a "void" of sorts down to 3650. The most interesting open interest changes were the addition of ~40k 3400 strike calls, and ~50k 400 […]
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