SpotGamma Report for: 03/30/2021 AM

Daily Note: Futures are down slightly to 3955. With the overnight update we see open interest beginning to fill in at 3950 in SPX and >=400 in SPY. First support remains at 3950, with 3900 holding as critical support (gamma flip line). 3964 and 3988 are resistance. While S&P gamma remains positive with a low […]