S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/03/2021 PM
Daily Note: The SPX closed on the days low of 3820, holding fairly flat until about 1PM est. The SPX options volume was decent 1.1mm contracts and a call weighted 1.5PC ratio. This isn't particularly big volume considered it was an OPEX day, and its interesting that it is call weighted ratio given the 1.3% […]
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