S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/07/2021 PM
Daily Note: Little movement in markets today with SPX +15bps, NDX -07bps, however RUT -160bps. The VIX dropped to 17.16 (-5%). SPX options volume was again light at 960k contracts. This "stalling" of price is in line with gamma forecasts, as total gamma remains high, and the bulk of OI lives <=4050. Additionally the headwind […]
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