S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/13/2022 AM
Daily Note: Futures have bounced back up toward 4420 (440 SPY). Our volatility estimate for today comes in higher vs yesterday at 1.54%. Further, there remains a heavy negative gamma position in both SPY & QQQ. 440SPY/4400SPX are the interim floors we are watching now as support. Resistance holds at the 4450 line. Yesterdays flow […]
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