S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/17/2021 PM
Daily Note: The Fed kept markets calm (at least for today), with SPX closing +30bps and QQQ +40bps. SPX options volume was strong at 1.2mm contracts and a 1.4PC ratio. The VIX broke down to 19.2 which is a new post Covid-crash low. This lower VIX should be a tailwind for equities and may tilt […]
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