S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/17/2021 AM
Daily Note: Futures pulled back overnight to 4454. It should be a fairly active day today, with ~30% of SPX gamma expiring at 9:30AM ET. We then have 60% of SPY, 35% of QQQ, and a very large set of stock options expiring on the close. 4500SPX/450SPY is still the biggest overhead level, with another […]
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