S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-10-24 17:35 PM EST
Macro Theme: Key Levels: –> New ranges currently forming after Oct OPEX. We anticipate high volatilityas markets set a new directional trend.–> We hold a bullish edge to markets while the SPX is > Vol Trigger (3725).Range Into Nov OPEX (11/18):–> Top: 3900–> Bottom: 3600Ref Price: 3797SG Implied 1-Day Move: 1.31%SG Implied 5-Day Move: 3.09%Volatility Trigger: 3725Absolute […]
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