SpotGamma™

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

SpotGamma Report for: 01/22/2021 AM

Daily Note: Futures have pulled back to the 3825 area, with the key SG range unchanged: 3800-3850. There was large "straddle" type volume at 3850 yesterday wherein ~40k each of puts and calls traded at that strike. That seems to have essentially filled in that 3850 level overhead which places the market in a "trough" […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.