S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/03/2021 PM
Daily Note: While we were looking for some volatility today, markets had other ideas. The S&P closed +27bps and NDX -48bps. The SPX high was right on the 4207 resistance line indicated in the AM note. S&P closed a few handles above the 4185 Volatility Trigger/gamma flip line. SPX options volume was decent at 1.1mm […]
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