S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/28/2021 PM
Daily Note: A big nothing from the markets on FOMC day. The SPX closed -0.82 pts to 4400. SPX options volume was average at 1.1mm contracts. The VIX closed down 1pt to 18.50. While we arent sure how markets will digest the FOMC overnight, our models are pretty clear. The upside is capped until/unless the […]
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