S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/02/2021 AM
Daily Note: Futures are holding near 3900 after overnight lows of 3870. 3900 is the largest gamma level (pinning area) and a large combo strike support at 3885. Our negative gamma flip point is at 3850. While SPY/SPX hold a moderate positive gamma position, QQQ remains negative and so we look for continued tech volatility. […]
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