SpotGamma™

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

SpotGamma Report for: 12/22/2020 AM

Daily Note: Futures are near 3685 after a fairly quiet overnight session. Its clear that yesterdays dip brought call buyers and thats reflected in the data (note the Tilt charts). Our gamma flip levels have consolidated at 3650 which again forms as the key downside risk level. 3700 remains the largest gamma strike on the […]

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