S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/26/2021 AM
Daily Note: Futures were quiet overnight, holding Fridays close at 4170. The S&P maintains a "mild" long gamma position which equates to an estimated 1 day move of 80bps. QQQ starts in a negative gamma position which implies higher relative volatility. Today we look for resistance at 4194 and support at 4150. This is an […]
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