S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/22/2021 AM
Daily Note: Another strong day in markets the the S&P up 82bps to 4858. SPX options volume was decent at 1.1mm contracts. The VIX droppend another 1.8pts to 17.91 We think gamma will have a positive build overnight, which should quell volatility. That should in turn keep the pressure on implied volatility which spurs further […]
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