S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/16/2021 AM
Daily Note: Futures have shifted up a bit to 4165 as we enter todays large OPEX. We estimate just over 25% of SPX gamma is set to expire at the open, with SPX & single stock options expiring on the close. We do not anticipate much volatility today, with 415 being the largest gamma strike […]
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