S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/27/2021 AM
Daily Note: Futures are at 4445, well off overnight highs of 4472. We look for lower volatility today, with an Implied 1 day SPX max move of 0.91%. We note resistance at 4460 and 4490, with support at 4415. A big point of conversation this week will be the quarterly JPM collar roll, which currently […]
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