S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/05/2021 AM
Daily Note: Futures little changed overnight, currently 4670. The total market gamma position remains robustly positive, which leads us to look for a tight 0.66% max S&P500 move today. Key resistance is at 4691 with support at 4644. In yesterdays note we commented on how prominent the 4700 strike was - and that expanded today. […]
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