SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 01/13/2021 AM

Daily Note: Futures held a tight range around 3800 in the overnight session. Gamma levels drop slightly which was anticipated given the high PutCall ratio yesterday. Despite SPX being fairly flat ($175mm), we note SPY gamma remains quite strong at $900mm. The major range to watch remains unchanged: 3750 critical support with a 3800 the […]

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