S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 09/18/2021 PM
Daily Note: Expiration volatility did not disappoint today, with the SPX starting with a rejection off of the 4475 Call Wall and closing down to 4432. We note that futures slide another ~15 handles to close at 4408. The VIX closed on the weeks high of 21.51, with SPX options volume a large 1.9mm contracts […]
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