S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/11/2022 AM
Daily Note: Futures are higher to start, near 4680. Our models look for more volatility today, with an SG implied move of 1.3%. We see resistance at 4700 then 4735. Support lies at 4650 then 4600. Yesterdays ~70 handle drop and subsequent ~100 handle rally led to a lot of options volume & an implied […]
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