S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/04/2022 AM
Daily Note: Futures have pushed higher, indicating the S&P500 should open just above 4800. We saw a slight build in gamma, which leads to reduction in our volatility estimate for today: 0.58% (max move open/close in SPX). The key "pivot" area for today is 4800, with resistance at 4825 and support at 4775. Looking […]
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