S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/23/2021 AM
Daily Note: It was a quiet session overnight with futures currently at 4135. The Vol Trigger, our critical risk metric, slid up to 4145 overnight. This implies that yesterdays trading was put heavy and that all of our indices start in a negative gamma position. Although we start off in this position, we are still […]
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