S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/31/2020 AM
Daily Note: Futures are flat to last nights close: 3725. The only notable change in data was a drawdown in SPY gamma from ~$900mm to $600mm - we mark SPX with only $200m. That leaves total S&P (SPX+SPY) having a decent cushion and we still view SPX holding the 3700-3750 range today. QQQ however sits […]
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