S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 03/27/2021 AM
Daily Note: The S&P had several fairly large swings inside of large options levels before a wild close which covered 25 handles in 15 minutes. SPX options volume was quite high at 1.5 million contracts, and the VIX closed down 5% on the day. Amazingly the VIX hit its intraday high of 21.50 at 2:50PM […]
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