S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/09/2021 PM
Daily Note: The SPX gave a few points back today, closing at 4219(-0.18%). SPX options volume was very average at 1mm contracts, and the VIX closed higher to 17.89. The pop in VVIX is getting some attention. This suggests that traders are positioning for a change in the VIX index movement (volatility of volatility). What's […]
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