S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/18/2021 AM
Daily Note: Futures have returned to yesterdays session lows of 3936. Total S&P gamma remains robust at >$1.5bn, with 3950 being the largest gamma strike on the board. Going into yesterday 3900 held the largest gamma strike; the shift to 3950 is due to some 35k calls and 40k puts being added at that level. […]
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