S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 04/30/2021 PM
Daily Note: Markets held to that range anticipated this morning, with the SPX high at the large 4200 strike, and low showing at the 4188 Vol Trigger. The NQ closed -85bps, RUT -126bps and the VIX finished +1 (5.6%). SPX options volume was high at 1.4mm contracts. With this fairly large expiration (~20-30% of gamma […]
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