S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/21/2021 AM
Daily Note: Futures have extended gains toward 4600, which is now our gamma flip level. It looks like there was a build in negative gamma overnight, which leads our models to forecast a higher level of volatility for todays cash session (1.31% max open/close move). 4600 will be the key pivot level with resistance at […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.