S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/15/2021 AM
Daily Note: Futures hold 4250. Key SG levels remain the same: 4275 resistance, 4250 "pivot" and 4225 support. The max 1 day SPX/ES move is 32pts. We are seeing some buildup at strikes overhead, particularly in SPY at 430. This pads the positive gamma number and gives a bit more support for markets over the […]
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