SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 01/13/2021 PM

Daily Note: The SPX pushed higher to 3809 today, what's interesting to note about that is its equivalent to 380 SPY which is a very large options strike. SPX volume was strong at 1.2mm contracts and a 1.6PC ratio. The VIX closed near the days lows at 22.22 (-1.1, -4.8%). Todays data likely repeats for […]

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