S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/23/2022 AM
Daily Note: Futures have pulled back some to 4488, down from highs of 4513. Gamma remains very flat in the S&P, which leads to a 1 day estimated volatility level of 0.92% (open/close). 4500-4510 (SPY450) is resistance with support at 4476 and 4449. QQQ maintains a more material negative gamma position suggesting a bit more […]
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