S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/10/2021 PM
Daily Note: Quite a volatile day in markets, with the SPX selling from the opening high of 3931 straight down to 3885. It did then recover to close flat on the day. We view this as a real "positive gamma day" in that price mean reverted so strongly, and respected the large gamma levels as […]
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