S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/04/2021 PM
Daily Note: Quite a volatile day to start the new year. This move outpaced the SG implied move and broke several key levels despite any real fear in markets. Most notably there was a big dispersion between the SPY & SPX Vol Trigger areas which may have been an indication of things needing to "resync". […]
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