SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 02/22/2021 PM

Daily Note: The SPX closes on the lows today, with a bit more mean reversion than anticipated. 3900 did prove to be resistance and mark the days high. The VIX closed on highs (+6%) with SPX volume decent at 1.1mm contracts and a 1.6PC ratio. The pain today was mainly in QQQ which closed on […]

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