S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/13/2021 PM
Daily Note: The S&P held a tight range as anticipated and took to new highs at 4150, closing +33bps on the day. The Nasdaq finished +100bps (+1%) and RUT -20bps. VIX was down slightly, with weak SPX options volume at ~850k contracts. We still do not anticipate a change in markets into Fridays OPEX: markets […]
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