S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/04/2021 AM
Daily Note: Futures have pushed higher to start the New Year, currently 3765. The Call Wall did shift higher to 3800 which is a function of both a reduction in gamma at 3750 and calls added to 3800. Despite this shift higher the VIX appears to be holding steady at 23. We generally look for […]
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