S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/24/2021 PM
Daily Note: The Fed delivered today and the SPX rolling. The S&P500 cleared right through the large 3900 gamma area to close at 3925 - which is 44pts above the open (matches the SG implied range exactly). SPX options flow was strong at 1.3mm contracts and a bullish 1.3 PC ratio. Its likely we see […]
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