S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/22/2021 AM
Daily Note: Futures are down from Friday near the 3875 level. Notional gamma levels are zero for S&P500, and negative for QQQ/NDX and RUT/IWM. This implies high volatility and a larger directional move today. The Volatility Trigger (our critical risk line) stands at 3865, with appeared to hold as overnight support. 3900 remains as the […]
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