SpotGamma™

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

SpotGamma Report for: 01/15/2021 AM

Daily Note: Markets were weak overnight, putting in a 3765 low before catching a small bid back up to 3775. This places markets in a weak position, going into a post OPEX timeframe that is historically associated with volatility. There was again very large trading at the 3800 strike yesterday which should add to its […]

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