SpotGamma™

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

SpotGamma Report for: 12/29/2020 AM

Daily Note: Futures are marginally higher to 3745, up from overnight lows of 3725. The Call Wall fails to roll higher, which indicates the SPX may open or above our strong resistance.  This does not imply a selloff is warranted, but possibly consolidation. To that point we have fairly robust positive gamma levels and as […]

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