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

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Wall Stats

Jan 27 2023

SPX vs SpotGamma Call Wall, Put Wall

Green histogram of 5-day forward returns after SPX closes above SpotGamma Call Wall, tallest at 0-1%.

Listed here are some helpful statistics around two of SpotGamma’s key proprietary support and resistance levels: The SPX Call Wall & Put Wall These levels are derived purely from options positioning. This data is based off of 1265 trading days, ending 1/20/2023. SPX Call Wall As you can see here, the SPX tends to have […]

Written by SpotGamma · Categorized: Staging · Tagged: Wall Stats

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