SpotGamma™

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

SpotGamma Report for: 12/30/2020 AM

Daily Note: Futures touched an overnight low of 3715 only to return back to 3732. The Call Wall resistance level remains 3750, but we note a shift higher in our "gamma flip" levels to 3700. Therefore any break of 3700 is high risk as it may initiate dealer shorting. The current position is something of […]

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