SpotGamma™

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". […]

###

SpotGamma-Subscriber-Only-Content-Banner

If you're already a SpotGamma member, please login below or on the Account Page to access this content.