S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/05/2021 AM
Daily Note: Futures are at 3775 off of overnight lows near 3740. 3800 remains the largest strike on the board, and continue to hold that as the critical risk line. Gamma remains negative across all indices, with QQQ holding the most volatile position. We are anticipating a fairly large directional move today, with implied volatility […]
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