S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/23/2021 AM
Daily Note: Futures have pushed higher to 4380 which places the SPX near its 4400 Call Wall resistance line. Our gamma index is flat overnight, which implies another tight trading range of 71bps/31pts. For today we detect large support at 4382 and 4350. Below is a chart of gamma by strike, and you can see […]
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