S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/21/2021 PM
Daily Note: 3850 Call Wall resistance holds as the SPX closes flat at 3853. The stark difference between yesterdays surge in markets and complete pin today backs the suggestion that these were mechanical flows related to a reduction in “event volatility”. QQQ did add another 80bps which pushes the Nasdaq from a flat gamma position […]
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