S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-10-25 05:24 AM 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 (3765).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: 3765Absolute Gamma Strike: […]
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