S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/02/2021 PM
Daily Note: Markets closed right on the 4350 Call Wall today, closing 75bps higher on the session and within the SG implied range. This new high marks a streak of 7 days with record highs which is the longest streak since 1997. SPX options volume was quite strong at 1.6mm contracts and a 1.5PC ratio. […]
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