SpotGamma Report for: 02/26/2021 PM

Daily Note: The SPX traded flat after testing the critical 3800 level earlier in the morning.  That was a fairly rapid 1.5% drop in SPX which coincided with the VIX high of 31 on the day.  Following that 3800 test the VIX retreated, and markets shifted back up to the large Combo strike area of […]