SpotGamma™

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

SpotGamma Report for: 12/28/2020 AM

Daily Note: Futures have pushed to 3720 off of the back of advancements in stimulus. This now sets up a fairly clean range of 3700 to 3750 (Call Wall). We generally look for a volatility crush to start the new year as end of year hedges roll off the books.  This year may be a […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.