S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/28/2021 AM
Daily Note: Futures are down sharply, testing the key 4400 level. As noted, 4400 is critical support for markets as a break of this line invokes negative gamma which likely leads to a spike in volatility. Essentially our models are bullish above 4400, and bearish below. We see overhead resistance at 4411 and 4430 (JPM […]
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