S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/28/2021 AM
Daily Note: Futures are a bit lower to 3730 but off of overnight lows of 3705. We're obviously starting in negative gamma territory today with initial support setting up at 3700 and upside resistance at 3770. Because we're in negative gamma territory options dealers are likely to be trading with markets today which expands volatility. […]
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