S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/03/2021 AM
Daily Note: Futures initially broker higher overnight to 4197 but have reversed to 4183. Gamma reduced as anticipated which equates to an estimated SPX max move of 85bps for today. The QQQ and SPY seem poised to open in negative gamma territory which suggests that volatility should be high and pushing that 85 bps SPX […]
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