SpotGamma™

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

SpotGamma Report for: 03/11/2021 PM

Daily Note: Futures again rushed out of the gate from ~3927 to a high of 3959 before consolidating into the close to 3939. The ~1% SPX move was outpaced by QQQ & IWM which both cleared 2.3%. The VIX closed a bit lower to ~22, which is still well above post Covid-crash lows of 20. […]

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