S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-08-12 16:45 EDT
Macro Theme: Key Levels: - Market maintains a bullish, positive gamma stance. $4,300.00 is now the top of our range. - We expect little change in our positive gamma stance into that monthly options expiration (OPEX). - A break of $4,150 area increases the potential for an accelerated sell-off - Watch 1-month realized volatility (ref: 19, 8/2/22) as […]
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