S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/14/2021 PM
Daily Note: The S&P pulled back some today to close -50bps at 4120. This is after rejecting the large 4150 call wall, but still closing within the SG implied range off 65bps. NDX closed -100 bps, and RUT +84bps. SPX options volume was high at 1.3mm contracts, and the VIX was up slightly to 16.99. […]
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