SpotGamma Report for: 02/12/2021 AM

Daily Note: Futures are again flat, with major SG levels unchanged. Today's expiration is fairly light, reinforcing that the bulk of SPX open interest (and the 3900 pin) holds into late next week.  Once again we do not anticipate a move away from 3900 today, with these being the largest intraday levels: 3986, 3912 and […]