SpotGamma™

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

SpotGamma Report for: 03/22/2021 AM

Daily Note: Futures are flat to Fridays close, near 3905. To start the April OPEX cycle, 390/3900 is the largest gamma strike and key support, with the 395/3950 (SPY Call Wall) is the first overhead target. While these two strikes are the same major levels we had heading into March OPEX, their size is greatly […]

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