S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/25/2022 AM
Daily Note: Futures have pushed a bit higher to 4525. Our volatility estimate dropped another notch with yesterdays rally into the close. We are now looking for an open/close range of just 0.67%, vs ~0.9% the past several sessions (and ~1.4% last week!). Support lies at 4500 and resistance is at 4535 and 4562. What's […]
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