S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/22/2021 AM
Daily Note: Futures are flat to last nights close of 4218. Gamma is flat, with an implied maximum move of 1.15% today. While our gamma flip levels compute as 4220, we hold 4200 as the critical risk level. Below that strike negative gamma ticks higher and downside risk increases. 4254 is the first overhead resistance. […]
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