S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/07/2021 PM
Daily Note: Little movement in markets today with the SPX closing +1.5pts. SPX options volume was average at 1mm contracts, and the VIX closed flat. These low volatiltiy days should keep pressing on implied volatility, which should keep a tailwind/support in place for markets. Model Overview:While markets hold 4200 we look for a low volatility […]
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