SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 02/23/2021 AM

Daily Note: Futures are weaker this morning to 3860, but a bit off of 3840 lows. The critical line to hold is 3850, if we break that then that should lead to a quick test of 3800. Open interest at 3800 is fairly balanced (meaning put OI = call OI) and we think it would […]

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