S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/15/2022 AM
Daily Note: Futures have rallied sharply to 4456 on news that Russia is returning some troops. While we aren't qualified to comment on geopolitical events, we would state that headlines "matter more" when gamma is sharply negative. On that, our volatility estimate is in line with yesterday at 1.37% (1 stdev move open/close). Resistance is […]
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