S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/16/2021 AM
Daily Note: Futures touched a low of 4340 overnight before pushing higher - current 4360. This indicates an opening near 4375 which is our largest gamma strike. As a reminder the bulk of SPX options expire on the open, with equities and some smaller SPX expiring at 4pm EST. We see 30% of gamma rolling […]
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