S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/21/2021 AM
Daily Note: Futures have recovered some to 4175 - but that comes off of 4134 overnight lows. Markets start in a sharp negative gamma position which has us looking for high volatility today. Todays major overhead resistance line is 4234, with 4100 support. Todays setup is best captured by our vanna model (FAQ here). Below […]
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