S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/05/2021 PM
Daily Note: Something for everyone today. The magnitude of these moves - the volatility of volatility - has been staggering. We covered somewhere north of 225 handles today with a ~3727 SPX low to ~3850 high. @callieabost noted: "this [is] the S&P 500's biggest gain on a day when it fell 1% intraday since October […]
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