S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-10-31 06:04 AM EST
Macro Theme: Key Levels: New ranges currently forming after Oct OPEX. We anticipate high volatility as markets set a new directional trend. We hold a bullish edge to markets while the SPX is > Vol Trigger (3820). Range Into Nov OPEX (11/18): -Top: 3955 -Bottom: 3600 Ref Price: 3900SG Implied 1-Day Move: 1.2%SG Implied 5-Day Move: 3.15%Volatility […]
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