38 days ago • Posted by Jasper Lawler
Options Gamma suggests 3800 a big level for SPX
Heavy options trading at this big level for the S&P 500.
** Option gamma is a measure of the rate of change of its delta. It is expressed as a percentage and reflects the change in the delta in response to a one point movement of the underlying stock price.
Source: SpotGamma.com / Zerohedge