SpotGamma Report for: 01/21/2021 AM

Daily Note: Futures are holding 3850 - just a bit off of overnight highs of 3860. The Call Wall holds 3850/385 which indicates the market opens at resistance, with the SG Implied move down at 77bps vs 1.18 yesterday. This forecasts a much tighter trading range today. 3900 did make a big jump in position […]