S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/27/2021 AM
Daily Note: A rather dull day in the SPX which closed +18bps, QQQ +87bps and RUT +115. The major 4194 Combo Strike quoted this morning served to cap things on a day with light SPX options volume. The VIX actually closed higher on the day to 17.64. Model Overview:4000 - 4200 range into May OPEX. […]
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