S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/01/2021 AM
Daily Note: Future are holding gains from Fridays close near the 3850 area. Negative gamma levels decrease, and the Put Wall shifts lower to 3600. These changes are due to puts being closed at all strikes >=3810 (and 310 SPY). Recall on Friday that we saw net puts being closed in SPY, but not SPX. […]
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