S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/29/2021 AM
Daily Note: Futures have recovered to yesterdays intraday high of 4370. We forecast a large max move of 1.8% today due to the large negative gamma position. Resistance is at 4400 and 4416. Support 4364 and 4325. As long as the SPX is <4400 we look for large directional swings. Despite this large max implied […]
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