S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/19/2021 AM
Daily Note: Futures are down 75bps to 4285 which indicates we start the session in a negative gamma position. Accordingly, our 1 day SG max move is much higher than last weeks readings at 1.1%. The official gamma flip points are coming in at 4335 but we suggest using 4300 as the key "risk off" […]
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