S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/20/2021 AM
Daily Note: Futures are at 4090 after holding 4110 for most of the overnight session. We are looking for a volatile day, with our SG implied move at 1.7%. 4100 is the key large level, with 4140 resistance and 4040 support. Gamma officially remains negative under 4130, but we continue to hold 4100 as the […]
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