S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 02/25/2021 PM
Daily Note: “Volatility of Volatility” as the SPX enters the air pocket noted in this morning. The S&P checked briefly higher before surging lower to close -2.5%. The Q’s had it much worse, -3.5%. SPX Options volume was high at 1.3mm contracts and a 1.8PC ratio. The VIX surged 7pts higher (>35%), as we rapidly […]
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