S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/21/2021 AM
Daily Note: Futures have pushed higher to 4485. Our gamma flip point remains at 4410, which implies that we're in for high volatility again today. We see resistance in the SPX4400/SPX440 area, with first support 4374, then 4345. We see that 4400-4410 line as pretty solid resistance, however support is "transient" due to negative gamma. […]
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