S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 10/29/2021 PM
Summary The S&P 500 Index (INDEX: SPX) (ETF: SPY) (FUTURE: /ES) closed at $4,605.38, up 0.20%, less than this morning’s 0.73% reading of the SpotGamma 1-day implied move. The CBOE Volatility Index (INDEX: VIX) closed down nearly 1.70% while the VIX futures term structure shifted slightly higher, a potential sign of heightened demand for hedges […]
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