S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/08/2021 PM
Daily Note: Quite a curious day, with the S&P closing down 8 handles to 4391. SPX options volume was strong at 1.5mm contracts and a 2.1PC ratio. That is quite a high PC ratio, implying heavier put activity, which is crossed referenced with a VIX that was down 0.77 (~4%) today. The implication here is […]
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