S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/05/2021 AM
Daily Note: Futures have pushed higher from Thursdays close, to 4030. With that the Call Wall (resistance) has shifted to 4050 for SPX and 410 for SPY. With this move higher the total market gamma increases (total S&P gamma ~$2bn) which indicates a reduction in volatility and a tighter estimated range (SG Est move=0.63%). The […]
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