S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/10/2022 AM
Daily Note: Futures are down slightly to 4660, testing last weeks lows. Our models anticipate high volatility today, with an SG implied move of 1.5% (max range open/close). 4700 and 4663 are resistance lines, with support at 4650 & 4600. QQQ & IWM hold large negative gamma positions, too. We therefore look for a session […]
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