S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/22/2021 AM
Daily Note: Futures are pushing back to all time highs of 4541. Gamma had a significant build overnight, which leads to an SG implied move of only 0.53% - that is about as tight as our range gets. The Call Walls did shift higher overnight: SPX moved to 4550, but curiously the SPY gapped to […]
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