S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 01/29/2021 PM
Daily Note: As anticipated markets were quite weak due to the SPX opening under the critical Vol Trigger/gamma flip level of 3780. There was little in the way of buying support until markets hit the large options strike of 3700. The VIX took to a high of 37.50 before giving some back, closing at 33.21 […]
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