S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/24/2021 AM
Daily Note: Futures tested 3890 overnight but rallied back to the 3915 area. The key levels remain the same: 3950 resistance and 3900 critical support. Our model suggests large volatility post OPEX (particularly large expirations) but the SPX has remained remarkably contained (QQQ - not as much). If you look at our total S&P500 profile […]
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