S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/16/2021 PM
Daily Note: There was certainly more intraday volatility today, with the SPX bouncing off of 4203 lows to close right on the large 4225 gamma line. The VIX closed higher by 1.1pts (6%) with strong SPX options volume of 1.6mm contracts. We saw primarily bullish intraday options flow which suggests that 4200 will remain the […]
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