S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/31/2022 AM
Daily Note: Futures were quiet overnight, holding near 4610. Our volatility estimate remains at 0.6% with little change in net gamma. 460SPY/4600SPX remain the key level(s) today, which should function as a support zone. Critically, the SPX Call Wall has shifted to 4650 (from 4600) which is the new top end of our range. In […]
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