S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/18/2021 AM
Daily Note: Futures are a touch weaker to 3912 this morning, as we note a fairly strong gamma build overnight. That is due to ~40k contracts (17k calls, 23k puts) added to the 3925 strike. This should really lock in the 3900-3950 range for today and into tomorrows expiration. The SG Implied range for today […]
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