S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/12/2021 AM
Daily Note: Futures are flat at 4350. The largest area of gamma has shifted up to 4350, which is our key "pivot" level today, and likely a major strike heading into Fridays Monthly OPEX. The trading range for today looks very tight, with a max SG move of 70bps/3pts. Historically this figure is quite near […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.