S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/13/2021 AM
Daily Note: Futures caught a bid overnight and are currently sitting at session highs of 4470. The implied open indicates the S&P Index could open right under heavy resistance of 4500. Support is at 4448, and 4415. Our models look for high volatility today, with an SG implied max move of 1.3%. Things are loosening […]
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