S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/14/2021 PM
Daily Note: What was a quiet day ended with a bang - the SPX gained ~20 handles in the final ~30 minutes. SPX options volume was strong at 1.3mm contracts, with the VIX higher 4.6% (.74pts). That is a strange divergence to go with a strange move into the close. Given this large move the […]
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