S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/04/2021 AM
Daily Note: Futures are flat to last nights close, holding 3830. Notional gamma levels remain flat, and the only activity of note is building up at the 4000 strike in SPX. 4000 has the second largest number of call contracts, second only to 3800. Call activity around at the money strikes is quite light. Todays […]
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