SpotGamma™

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

SpotGamma Report for: 04/01/2021 PM

Daily Note: A mad scramble at the finish today propelled SPX +1.1%, QQQ +1.7% and IWM +1.15%. The VIX was pummeled, down 10% on the day to 17.2. SPX Options volume was strong at 1.2mm contracts. SPY closed right on point at 400.62, but SPX closed well above its Call Wall at 4020. The combination […]

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