SpotGamma™

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

SpotGamma Report for: 03/13/2021 PM

Daily Note: Despite opening on 3920 lows, markets trended higher all day to close near session highs of 3943. The SPX held a fairly tight 30 point range today which was in line with the SG 30bps implied move. QQQ had less volatility that prior session too, closing down 80bps. The VIX was battered all […]

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