S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/25/2021 AM
Daily Note: Futures held a very tight range overnight, before breaking lower (3870) a short while ago. We are anticipating a lot of volatility today (SG implied move = 1.2%), as all indices are in negative gamma territory. For the S&P, 3850 is initial support and 3900 resistance. Watching VIX will be key today - […]
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