SpotGamma™

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

SpotGamma Report for: 03/09/2021 PM

Daily Note: The S&P had a strong start but finished on the lows. The SPX closed -50bps after shifting from a 3880 high to 3819 close. This fade is precisely the movement indicated by SG models, wherein we would need sustained (non dealer) buying pressure throughout the day to counteract options dealers selling >3850. It […]

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