SpotGamma™

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

SpotGamma Report for: 01/14/2021 AM

Daily Note: Futures are up slightly to 3807 after a quiet overnight session. Key levels remain the same: 3800 the large OPEX magnet, critical support at 3750. The SPX Call Wall holds 3850, with SPY 380. For this reason we are looking at the large Combo Strike levels for a range top: 3815 & 3827. […]

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