SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 12/14/2020 AM

Daily Note: Futures have bounced higher to 3685 as we enter what should be a busy week. Gamma levels remain fairly large at ~$1.2bn S&P notional.  This should increase, and provide "buoyancy",  if markets pull closer to our 3700 Call Wall resistance point.  3650 remains key support. Historically OPEX week tends to favor tight ranges […]

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