S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/25/2021 PM
Daily Note: The S&P500 closed 50bps higher to 4566. SPX options volume was average at 1.3mm and a moderate 1.6PC ratio. This session was right in line with our AM models, and we look for a similar session tomorrow. The main topic today was TSLA, which closed +12% to 1024. Call options "went off" today, […]
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