S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/17/2021 PM
Daily Note: The S&P opened at the large 4225 gamma line, made a sharp drop to test the 4195 Vol Trigger level, and recovered to close flat on the day. NQ was up 87bps, with RUT -118bps. The VIX closed down to 17.75, with high SPX options volume of 1.5mm. The level of gamma & […]
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