S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/04/2022 PM
Daily Note: The SPX was flat today, closing -0.06% (-0.39% open to close) and exhibiting strong mean reversion around SPX 4800. This intraday move was within our volatility estimate of 0.59% for the cash session. The intraday range was decently volatile, starting off with a rejection right at the SPY $480 equivalent (SPX4818). Off of […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.