S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/06/2021 AM
Daily Note: Futures have re-filled the gap lower, currently down to 4280. As gamma remains sharply negative we look for another day of high volatility. Resistance is at 4300, then 4350. Support is at 4260. Watching implied volatility (ex: VIX) is critical today, if that trends lower then we favor a rally. Should Implied volatility […]
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