S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Early Data Release for Pro/Adv Subs: 11/10/2021 AM
Daily Note:The S&P pulled back 16 handles to 4683. Underneath this move was a fair amount of Index volatility, and some large single stock moves. Model Overview:As long as the S&P500 holds 4500 we expect postive gamma flows and lower implied volatility to boost markets. SpotGamma Proprietary Levels Latest Data Previous SPY NDX QQQ Ref […]
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