S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Founders Note for: 2022-11-09 15:36 PM EST
NOTICE: There is a subscriber Q&A today at 1PM ET. Join here. Macro Theme: Key Levels: >We expect the passing of 11/8 elections to be supportive of equities>IV is extremely elevated for 11/10 CPI, and that data point likely sparksa second directional trend into Nov OPEX (11/18)Ref Price: 3754SG Implied 1-Day Move: 1.0%SG Implied 5-Day Move: 3.15%Volatility […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.