S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/15/2021 AM
Daily Note: Futures pushed higher overnight to 4445, indicating an SPX opening near 4450. Adding the overnight move to yesterdays 1.7%, we arrive at a fairly large positive gamma position which is centered on that 4450 strike. With positive gamma comes a lower volatility forecast for today, with a max estimated move of 0.63%. We […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.