S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/04/2021 PM
Daily Note: A nice pop higher in all major indicies as the VIX seemed to finally give in. SPX options volume was light at 880k contracts and a 1.7 PC ratio. With this push up into the 70's the SPX is likely see a marked increase in positive gamma which should lead to lower volatility […]
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