S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/21/2021 AM
Daily Note: Futures are flat to last nights close, currently 4125. SPX gamma reduces and as a result we're pricing in a bit more volatility today with an SG implied move of 87bps (vs 68 y'day). SPY & QQQ are both in a negative gamma position which can induce more volatility. We note support at […]
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