S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/10/2021 PM
Daily Note: Another very sharp run into the close to record highs at 4128. The SPX finished +77bps and QQQ +60bps. Of course, most of that return came in the final 45minutes wherein the SPX launched from 4108 to 4128. The VIX dropped slightly to 16.7, with SPX volume high at 1.5mm contracts. The strength […]
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