S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/29/2021 AM
Daily Note: Futures have done nothing overnight, maintaining 4280. 430SPY/4300SPX shows as a major sticking/resistance point due to the large amount of gamma at that strike. With that we forecast a max move today of just 67bps which is about as low as we've seen in some time. Major support lies at 4260. Based on […]
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