S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Early Data Release for Pro/Adv Subs: 10/20/2021 AM
Daily Note:The S&P one again pushed the bounds of our SG implied move (0.74%) to close up 33 handles to 4519 (0.74%). Model Overview:Large negative gamma position forecasts large, volatility swings. This should continue until/unless the S&P recovers 4400. SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref Price: 4515 4484 450 15417 375 […]
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