S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/08/2021 AM
Daily Note: Futures are down over 1% to 4300, but up off of the lows of 4280. This indicates the cash index is set to open just over the critical 4300 line. This means that gamma levels will start near zero, which implies a larger 1% max move for today. Under 4300 is where the […]
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