S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/26/2021 AM
Daily Note: Futures were quiet overnight, holding 4485. Today we look for further consolidation <=4500. The SG implied range continues to tighten, with just a 0.67% est max move for today. This implies that positive gamma continues to build which is likely the result of added calls. We see a large combo pivot bar around […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.