S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/04/2021 PM
Daily Note: A curious day in the S&P, which dropped sharply to a low of 4278 (right at the EU close) and then pinned 4300 for the remainder of the sesssion. Whats curious here is that pin - negative gamma and elevated implied volatility both scream for movement, but none was to be had after […]
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