S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 08/31/2021 PM
Daily Note: Not much happening in the S&P today, which closed -6 pts to 4522. SPX options volume was decent at 1.1mm contracts, with the VIX up slightly to 16.48. Our intraday options HIRO indicator registered a net negative delta day which suggest that call sellers were back in action today. This should add a […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.