S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/21/2022 AM
Daily Note: Futures were steady overnight, and are currently near 4440. Fridays expiration brought a substantial reduction in negative gamma, which suggests a reduction in market volatility (SG est 0.82% SPX move for today). For today we see support at 4400 with resistance at 4471. With expiration comes the release of "max puts". You can […]
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