S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/16/2021 PM
Daily Note: The ES broke shortly after the open to drive lower and bounce off of 3750, then spent most of the afternoon around 3775. This 3775 strike came up in the AM combo charts as a large negative gamma strikes. The SPX closed at 3768 which is below the critical risk level of 3775 […]
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