S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/29/2021 AM
Daily Note: Futures are on 4400 after a quiet overnight session. There are a cluster of large combo strikes around 4425 which we view as the top for today. SPY notional gamma is roughly 3x that of SPX, and so Call Wall gamma resistance is more of a "band" in between 4400 SPX and ~4415 […]
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