S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/23/2020 AM
Daily Note: Wide swings in futures overnight as they tested the 3650 level before catching a bid back to the large gamma area of 3700. Options data was little changed with 3650-3700 remaining the "neutral zone", which is really the effective SPX range extending back to early December. Under 3650 is where gamma likely flips […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.