S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/27/2021 PM
Daily Note: Intense day of trading today which we've recapped in the chart below. SPX has only unwound about a weeks worth of gains, but its clear anxiety is high. The VIX had quite a move shifting up 14pts or 61%. SPX options volume as heavy at 1.8mm contracts and a 1.9PC ratio. Initially this […]
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