S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/07/2021 AM
Daily Note: Futures are flat to last nights close, and are down from overnight highs of 3770. There was not a significant change in gamma levels overnight. This is a bit curious given the large volume yesterday (1.4mm SPX contracts). 3750 is the key pivot area due to large gamma there, with 3800 the upside […]
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