S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/24/2020 AM
Daily Note: Futures are at 3690 with little movement overnight. Total S&P gamma is slowly rebuilding to ~$500mm, mainly off of the back of SPY($350mm). The indicative range remains basically the same as the last several days: 3750 Call Wall, 3700 large gamma strike/pivot area, and 3650 critical support/gamma flip. You can see in the […]
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