S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 12/18/2020 PM
Daily Note: The rebalance did not disappoint. While the SPX closed off only 35bps there were some insane movements, most notably in VIX and TSLA. We've included both charts below, but note we've not found a reasonable explanation for the VIX drop. Our guess was that the $50bn for sale by the indexing community likely […]
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