S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 06/24/2021 PM
Daily Note: The S&P pushed to new highs of 4271 before fading a bit into a close of 4266, +58bps. The VIX shed another 2% to close at 15.96, as implied volatility continues to catch "down" to realized. The big news of the day was the "infrastructure deal", but that official release seem to have […]
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