S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
Daily Note: Once again markets open to a sharply lower VIX (-2.7pts, 10%) which ratcheted SPX higher into the 3800 Call Wall resistance. That 3800 strike high gamma area then pinned markets from 10AM into the close. This move in the SPX (+1.48%) should actually serve to keep realized volatility (as referenced in the AM […]
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