S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/19/2021 AM
Daily Note: Futures have recovered a bit to 3927 after a fairly quiet overnight session. Today we estimate roughly 25% of S&P gamma rolling off, with 40% of QQQ and 50% of single stock. The bulk of SPX gamma expires at 9:30AM EST, but note that position is heavily outsized by SPY/QQQ which expires at […]
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