S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/15/2021 PM
Daily Note: Mean reversion was the name of the game, with the S&P closing +5pts after touching 4394 to the upside and adding a 4364 low. SPX options volume was strong at 1.5mm contracts and a 1.8PC ratio. The VIX closed lower to 16.33. Our intraday options metrics showed strong positive delta trades throughout the […]
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