SpotGamma™

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

SpotGamma Report for: 03/01/2021 PM

Daily Note: In a repeat of last Wednesday, markets ripped higher with the SPX adding 2.3%, QQQ 3.3% and IWM 3.7%. This was the setup as highlighted in the AM note wherein there was little resistance and a lot of implied volatility to sell (stock tailwind). The SPX closed the day at the large gamma […]

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