S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 05/04/2021 PM
Daily Note: Volatility finally broke out today which became apparent after the S&P pushed under the 4180 Volatility Trigger. Despite being down 1.2% intraday to 4129, the SPX did rally back the second half of the day to close at 4166 down only -65bps. This close is within the estimated move from this mornings note. […]
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