S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/13/2020 AM
Daily Note: Futures have pushed higher to 3560 with gamma levels unchanged. Once again due to large S&P gamma we anticipate a lower volatility day. We are seeing the ZeroGamma line steadily shift toward 3500 as call interest seems to be concentrating around 3600. For today we note a 3572 and 3594 as resistance, with […]
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