S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/07/2021 AM
Daily Note: Quite a day today, with SPX shooting higher off of the back of a VIX crush. The velocity of this move slowed significantly around 11AM, and we more or less trended flat until the 2PM DC events. This levered all the way from -3pts to flat on the day, and the SPX consolidated […]
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