S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/26/2021 AM
Daily Note: Futures are holding 3825 after a putting in a 3800 low and 3850 high. Notional gamma levels in major indicies all hold negative, signaling a volatile day ahead. The SG implied range is 2% today, a figure we have not seen in some time. Key levels for today are 3800 (large gamma strike), […]
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