S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/08/2021 PM
Daily Note: A fair amount of intraday volatility was masked by the SPX closing down just 85bps to 4320. At the open prices churned between 4300 and the 4288 Zero Gamma level, only to bounce higher and close at 4320.SPX options volume was strong at 1.2mm contracts and a rather benign 1.89PC ratio. The VIX […]
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