SpotGamma™

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

SpotGamma Report for: 03/03/2021 AM

Daily Note: Futures tested 3910 overnight but have consolidated back under 3900.  Major SG levels are all in line with yesterdays readings.  Overhead resistance shows as 3900 and 3913, with key support at 3860. Its under 3850 that we see negative gamma pick up, and a break of that level likely leads to a test […]

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