S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/29/2021 AM
Daily Note: Futures are down from the close to 3750 but off of 3725 lows. SPX opens again in negative gamma territory with the flip point around 3785. Therefore we anticipate another high volatility day. 3800 is far and away the largest gamma strike on the board, and so selling needs to overwhelm the pull […]
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