SpotGamma™

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

SpotGamma Report for: 02/02/2021 AM

Daily Note: Futures push higher overnight to the 3800 large gamma strike. The VIX is indicating down 3 pts to 27 (-10%), which added to the equity tailwind. Call open interest increased 15k at 3800, and we note the first resistance level showing up at 3812 and then 3838. We see little support until 3750. […]

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