S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/09/2021 AM
Daily Note: Futures are at overnight highs of 3861. Major SG levels remain unchanged with resistance at 3900 and ZeroGamma/Vol Trigger flipping at 3840. Critical support remains at 3800. While the S&P holds a small positive gamma position, the SG implied move is only 80bps today which is a start difference from last weeks >150bps […]
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