S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/06/2021 PM
Daily Note: The S&P was in full "mean reversion mode" opening weaker to the 4210 area before bouncing back to close -20bps at 4343. That low is about 85bps which is right at our SG implied move of 81bps on the day. These figures often line up as we think the SG implied move often […]
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