S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/11/2021 AM
Daily Note: Futures are up slightly to 3914. We are somewhat surprised to see the SPX Call Wall jump to 4000 today, with the SPY Call Wall holding 395. This shift is the result of 15k net puts added to the 3900 strike, which increases 3900 as a floor, and confirms a higher SPX price […]
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