S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/13/2021 PM
Daily Note: Not much happening in equity markets today with the SPX closing -2bps, NDX -36bps and RUT -43bps. VIX was up slightly on the day to 16.91, and SPX options volume was solid at 1.2mm contracts. We anticipate this low volatility remaining into Fridays large OPEX wherein the estimate is for >20% of total gamma […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.