S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/05/2021 AM
Daily Note: Futures were flat overnight and are holding 3695. Gamma now registers as essentially flat for SPX/SPY/QQQ, with SPX/SPY gamma flip levels now in sync at ~3700 and QQQ 310. Due to this zero gamma position we are anticipating another volatile day. From a position perspective nothing seemed to change materially as seen in […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.