S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/20/2021 PM
Daily Note: A very large move in the SPX today, which ripped straight up to the ZeroGamma level of 4334 and stalled out. This +1.7% move tied directly in to the large move that was forecasted in the AM note. The major key to this rally was the crushing of implied volatility as denoted by […]
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