S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/20/2021 AM
Daily Note: Futures are off to 4139 after overnight highs of 4167. Positive gamma has reduced significantly across the S&P500, with QQQ and IWM holding a flat to negative gamma position. We anticipate a bit more volatility today than yesterday, with an SG implied move of 68bps. Support lines show at 4125 and 4100, with […]
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