SpotGamma™

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

SpotGamma Report for: 03/19/2021 PM

Daily Note: The SPX opened a bit weak today, but bounced right off of the large 3900 strike and closed down just 2 handles on the day. QQQ faired a bit better adding 30bps with NDX 70bps. SPX options volume was strong at 1.3mm contracts, but a bit less than anticipated given the size of […]

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