S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/08/2021 AM
Daily Note: Futures are flat to last nights close to 3806, and off of overnight highs of 3817. Gamma in the S&P500 complex picked up overnight, led by SPY. Our risk levels have shifted slightly, with SPX showing 3700 but SPY indicating 374. While this is a fairly bullish setup we note that the Call […]
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