S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/02/2021 PM
Daily Note: The S&P was a total sideshow to meme-stock-mania. The SPX closed +14bps to 4208 on average options volume. QQQ finished +20bps and IWM +14. The VIX dropped to 17.50, and we look for that to break lower over the next few sessions. Should that happen we look for continued "creep" higher in indicies. […]
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