S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/16/2021 AM
Daily Note: Futures are off slightly to 4450. Many are on "tail risk" watch with the news out of Afghanistan, however there is little pre-open reaction. The VIX is currently 17, yet our gamma model is anticipating a rather tight trading range of 0.73%. Major resistance lines are at 4456 and 4479. Support is at […]
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