S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/25/2021 PM
Daily Note: A lot of volatility today as the SPX covered over 100 handles. While we did anticipate that volatility to "express" even lower, the movement was large. The bottom formed as the SPX (orange) stalled right at a large gamma level (3860, red line) and VIX (blue) reverted. That was enough to start a […]
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