S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/13/2021 PM
Daily Note: Once again we anticipated high volatility but the market remained fairly pinned. The S&P did have an AM break from 4365-4330, but recovered those losses to close +30bps. SPX options volume was strong at 1.5mm contracts and a put heavy 2.0PC ratio. The VIX dropped sharply to 18.64, giving the idea that puts […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.