S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/21/2021 PM
Daily Note: The S&P was flat for most of the day, then it popped higher into the close, finishing +13pts to 4549. Interestingly that increase reverted after hours, with ES trading back to 4530. SPX options volume was surprisingly light at 980k and a 1.8PC ratio. The VIX was crushed once again, down .48 (3%) […]
If you're already a SpotGamma member, please login below or on the Account Page to access this content.