S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/29/2021 AM
Daily Note: Futures have reversed that last 15minute explosion from Friday. Despite the elevated SPX price there is little build in positive gamma as the result of call closures (see below). However because of that increase in ES prices 4000 is now the largest SPX gamma strike, with 395 the largest SPY strike. In total […]
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