S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/19/2021 PM
Daily Note: Quite a day in markets which ripped off of the open, stalling at 4411 (440 SPY) and then spent the day flipping between the 4420 Vol Trigger and 4400 SPX. The VIX closed marginally higher to 21.50 on strong SPX options volume of 1.5mm. We note the intraday options delta was strongly negative […]
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