S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/12/2021 AM
Daily Note: Futures are flat to last nights close, holding 3800. As anticipated we saw a small reduction in notional gamma in the S&P. 3800 remains the key level and is likely in play through Friday. The overall range holds as 3750 (gamma flip zone) to 3850 (Call Wall). We note too that the SPY […]
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