SpotGamma™

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

SpotGamma Report for: 03/15/2021 AM

Daily Note: Futures are flat to Fridays close near 3940. For today we see large Combo bars at 3945 and 3965 with a fairly tight SG implied move of 35pts. QQQ gamma remains negative and so we anticipate larger Nasdaq volatility. 3900 remains the largest gamma strike on the board and is likely strong support […]

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