S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/15/2021 PM
Daily Note: Markets push higher, on through the Call Wall and SG implied range. The SPX closed +1.1%, NDX +1.3% and RUT +0.42%. SPX options volume was quite high for a non-expiration day at 1.2mm contracts. The VIX dropped -0.4 or -2.5%. We do not see the center of gamma-gravity rolling higher into tomorrows close, […]
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