S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/23/2021 AM
Daily Note: Futures have trended lower overnight, with the ES back to yesterdays opening price of 3915. SG data is little changed with key support at 3900 and resistance 3950. Yesterday there was large OI added to the 3900 strike (~30k calls, ~40k puts) which serves to establish that level as a strong magnet going […]
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