S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/21/2021 PM
Daily Note: Another strong day in markets the the S&P up 82bps to 4858. 4350 was the main resistance point up until 3:50 at which point we saw a sharp 10pt spike into the close. SPX options volume was decent at 1.1mm contracts. The VIX dropped another 1.8pts to 17.91 We think gamma will have […]
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