S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/24/2021 AM
Daily Note: Futures are near 3880, off of 3850 overnight lows. We noted several times here that "volatility of volatility" will be a key theme this year and that seems to be manifesting. The velocity of yesterdays move, particularly at the open seemed remarkable. The SPX covered ~65 handles in ~30 minutes. 3900 holds as […]
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