S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 11/23/2020 AM
Daily Note: Futures are up this morning likely buoyed by Pfizer's updated vaccine release. The Nov expiration appeared to have little impact in levels with the Call Wall holding 3600 (blue arrow, below) and the Zero Gamma (red arrow) level at 3500. Whereas last week we looked for a rangebound market, we now look for […]
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