S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/16/2021 PM
Daily Note: Today was a prototypical "positive gamma day" with strong mean reversion. Despite an initial high of 3980 and low of 3950, the markets closed just a few handles off of last nights close to 3962. SPX options volume was 1mm contracts and a 1.5PC ratio. The VIX closed down slightly to 19.8. We […]
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